What resistor is used with ESP32-WROOM when LED Vf is 3.3V at 20mA and supply is 3.3V?
ESP32 is pulling low to turn on the LED, has Vsink of 28mA.
Are the Blue & Green even guaranteed to turn on?
Have a look at the forward voltage/current diagrams. Current starts flowing well below 3V for each LED type. The choice of the resistor reduces the current, details depend on ambient parameters and exemplar variance.
I found a different part with same footprint, and more reasonable Vf's at 6mA.
Can tweak the R values from 240/75/68 after seeing what the brightnesses are like, or maybe tone them down via PWM if one is too bright.
Power the LED/resistor from the 5volt/USB supply of the ESP32.
3.3volt LEDs have a no-light threshold of about 2volt, so the LED shouldn't be lit when the ESP pin is HIGH.
Leo..
Use whatever resistor you want it will not work very well. The Vf is the voltage at which the LED illuminates at its rated output. This voltage is dependent on the type of LED and this varies with color. LEDs are current devices, not voltage devices. You need to use a calculator: LED Resistor Calculator. Using a lower VF LED will let you get some light. Two common methods of driving them are to use a current source/sink or use a resistor from a higher voltage to control current.
Sorry, it's an ESP32 WROVER IE module, and it doesn't have 5V.
I wasn't planning on putting a 5V regulator on the board, just a switching regulator to make 3.3V.
I think the alternate part I fold with lower Vf's will work okay. Will see after one gets built up.
What voltage do you have before switching regulator ? 
I think it will be a 12V source. I didn't pick it.