I'm aware of the point to get powered USB hub, but my goal is to make the device as small as possible and decrease number of wires. The idea is to make a tiny otg male->two usb female passive hub and to plug both WiFi and Bluetooth dongles into it. What output the power supply should have in order to handle both dongles? What the dongles' power consumption should be? What I'm interested in is like: WiFi 500ma + BT 300ma along with power supply at 2000ma output will work.
What the dongles' power consumption should be?
The USB 2 spec (which OTG partly falls back on - also not all devices conform to either) says that up to 500mA should be available at around 5V through a USB port. As the the USB devices expect to be able to get at most 500mA each, this may equate to trying to get 1A through a 500mA USB port - this might not be a good idea.
Another limit in place when trying to power through any Pi is the power input - on most Pi's this is limited by a 2A polyfuse[Note]. So with the Pi Zero needing say 400mA, and the USB devices wanting at most 500mA you may be fine, it may reboot a lot, or it may melt/break somewhere.
Note: I don't know whether Pi Zero has one, perhaps the only current limit in place on it is whether it melts or not (see here)
So long story short, a powered USB hub (that doesn't back power) would work best - this also can be used to power the Pi as well, which will keep the wires to a minimum (you don't necessarily have to power the Pi separately). There is a list of ones that should work here.
What output the power supply should have in order to handle both dongles?
A power supply that can output 1.5A or more (7.5W) should work (for the Pi and 2 USBs at a near full power) - I think it is recommended to use a 2A supply on nearly all Pis though.