On an ESP8266 the core might offer a wifi_set_macaddr() API
(Appeared in the forum a few times, eg ESP8266 ESP_NOW [SOLVED] - #5 by Toby_97)
try
#include <ESP8266WiFi.h>
uint8_t newMACAddress[] = {0x42, 0x42, 0x42, 0x07, 0x07, 0x07}; // whatever
And in the setup, after WiFi.mode()
if you are in access point mode
wifi_set_macaddr(SOFTAP_IF, newMACAddress);
Or if you are in station mode
wifi_set_macaddr(STATION_IF, newMACAddress)