My recommendation would be exactly the opposite.
The most widely used Arduino boards don’t have WiFi connectivity. The ones that do are not so widely used.
Arduino missed the boat on IoT boards and that gap was filled by Espressif with the ESP8266 and ESP32 chips. The bad experience you have experienced is because your trying to use the more powerful ESP8266 as a ‘dumb modem’ for the less powerful Arduino Mega. Also, you’ve selected a board that looks good on paper compared to the Arduino Mega plus a separate ESP-01 board, but in reality it’s the worst of both worlds.
I’d suggest you take a read of this, then order some NodeMCU/Wemos D1 Mini type boards, or some ESP32 Dev boards…
Pete.