Wasn't there previously some problem with using Pico boards and you had to use a fork because PlatformIO were trying to get vendors to pay (for something they never asked for), and then kicking up a big fuss when they didn't pay up. I say vendorS because they are now trying it on with Espressif also. It seems like a very strange funding model. Did that get fixed? It was a depressing state of affairs when I last looked.
You would not only have to solder it to a board, you would also have to provide a radio peripheral. At which point you're pretty much looking at a pico W, which just isn't as cheap or small as a D1 Mini (or similar).