OK ... I missed the Zero 
What about the ESP-Wrover-Kit? That has built-in JTAG and USB Debugging built in.
My problems is that I don't know if it's possible to use Espressif tools like the Open OCD / GDB debugging (described here JTAG Debugging - ESP32 - — ESP-IDF Programming Guide latest documentation) with the Eclipse Arduino plugin. And if it is, how to install it so that it is properly integrated.
This is something I really do want to get to work and if I could find out how to do it I would be happy to write up a document on it and also do a video. (Also, it's really something that needs to be done as it would make the Eclipse Arduino a super-powerful product).