uploaded ESP_ATMod into ESP8266 and WiFiEsp-2.2.2 into the Mega on the Mega-WiFi_R3_ATmega2560_ESP8266 board - File>Example>WiFiESP>WebServerLed works OK
The Mega-WiFi_R3_ATmega2560_ESP8266 board has the advantage that the Mega and ESP8266 are all on one PCB with level converters etc.
However, I am doubtful about how useful the Mega-WiFi_R3_ATmega2560_ESP8266 will be
- having to switch the DIL switches ON/OFF between loading and running code is awkward - also not sure how long the DIL switch will last
- had intermittent problems loading code into processors and with the Mega Serial3 connection to the ESP8266 serial - when I used contact cleaner on the DIL switches this appeared to clear up the immediate problems but I am not sure how long it will last
Perhaps develop code using a separate Mega and ESP8266 and then port to this board when complete