Both Sonoff relay boards have the ESP8266 built in. If the goal is to control a light, Itead also offers this... https://www.itead.cc/smart-home/slampher.html
which also has the ESP8266 built in.
I think the "issue" is that the board used in the ESP official examples looks like an arduino (for compatibility with arduino shields).
I have a Wemos D1 mini clone, and every single example posted targeting the ESP board by Erel and others do work.
Users need to bypass this board physical appearance and think of it like any other ESP based board