After making something that did the same thing (see here), I found these things online and they turned out to have an ESP8266 inside that had holes in it to easily solder in some header pins for programming it.  At about $10 it makes no sense to make anymore myself.

This is what it looks like:

After taking it apart we can see what's inside and the holes for soldering pins to for programming.

Front:

You can see quite clearly near the middle of the board the RX, TX, GND and 3V3 holes as well as the other 2 holes for putting the device into programming mode.

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