Juraj gave me the needed guidance to get this working without soldering to the ESP32 chip. So first, I set the Arduino IDE for programming the NANO 33 IOT. I opened the SerialNINAPassthrough sketch; compiled it; and then uploaded it to the NANO 33 IOT using the COM3 port (which is the recognized port for the NANO 33 IOT). I then going changed the device in the Arduino IDE to target the SAMD ESP32 device as described by danielkopiec above. I then opened the SerialToSerialBT sketch; compiled it; and used the "upload" bin functionality of the Arduino IDE. This caused the Arduino IDE to upload the bin file to COM3. What I understand from Juraj, this upload to the "ESP32" on the COM3 port was recognized by the NANO 33 IOT to be passed through to the ESP32 and not reprogram the NANO 33 IOT itself. After this, I then set the Arduino IDE to again target the NANO 33 IOT and ran the SerialPassthrough sketch described by danielkopiec, which after compiling and uploading caused the NANO 33 IOT to show up as a Bluetooth device in the Windows 10 Bluetooth control panel.
I am very happy that I did all of this without soldering and only because of the help I received from this group.
Thanks everyone.