Go with setting the convertor to 5V then, to keep MrMark and Wawa happy. It's less efficient and more energy will be uneccessarily wasted as heat in the Wemos' regulator, but they are worried you might use wires that would be too long or too thin between the convertor and the Wemos that would be a problem at 3.3V but not quite long or thin enough to be a problem at 5V.