You preempted my next question!
No, you can communicate with it using a Mega. You have other hardware serial ports available, use one of those to connect to your module and amend the SerialRelay code as appropriate? (Remove reference to SoftwareSerial, relay the input to one of the other serial ports)
Serial 1: 19 (RX) and 18 (TX); Serial 2: 17 (RX) and 16 (TX); Serial 3: 15 (RX) and 14 (TX).
If you get stuck, post your code!