There is nothing difficult in this build, but there are a few things to pay attention.
Start with power supply circuit. Cut iron wire and shape it properly. Attach 2 peaces to 9v battery clip.
Insert wires attached to 9v clip into holes on DC-DC converter. Use solder to fix them.
Attention! Watch for polarity and Input / Output of converter. These tiny boards burn easily.
Attach converter & clip to battery. Use screwdriver to regulate output voltage to 3.3V. ESP is pretty sensitive to voltage, make sure you are within +- 0.2 V range from 3.3.
Double check that + on converter output is really +.
Disconnect from battery. Attach 2 wires to DC converter which would go to pin headers. I used thermal shrink tubing to isolate wires.
Attach pin headers to ESP module, insert power supply inside and solder it. Bent output of pin header corresponding to io0 and attach 3 pin male header to it.
Attach resistors. All GND pins are interconnected on ESP PCB. The same goes with 3.3V. So you can use any of them as connection points for pull-up, pull-down resistors.
Put jumper, connect assembly to battery, quickly check voltage on ESP board. Must be close to 3.3V and stable. Attach TTL serial cable, flash software. Disconnect battery, remove jumper, connect battery.
It should work now.