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.
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.