Soldering
First component that needs to be soldered is the ESP32. This makes the first flashing super easy.
1) ESP32 Soldering
A bare minimal component soldering includes: - R9 (0603 10kΩ) - C6, C2, C4, C3 (0603 100nF) - C10, C12, C13 (0805 22uF) - LDO (U4)
The components are circled here:

After soldering the ESP32, the LDO and the capacitors, the ESP32 can be flashed using the bottom right header.
2) Other modules
The other modules can be soldered in any order. Just make sure to follow the schematic and the BOM. I'd recommend to flash first the ESP32 and then solder the other components.
Some modules might be tricky to solder. For example, the microphone and the LD2410 might require some patience.
I'd solder the bottom layer components after first flashing the ESP32. This way you can test the ESP32 and the LDO.