Hello @AbhiShek BhAt , Below is the response from the product team, I hope this helps you with the query.
If we want to use STM32 and ESP8266 together to update STM32, then better to use ESP8266 as a 'network card'. There is a good project abstracting ESP AT command into a BSD socket API. In this case, STM32 can run Azure RTOS, Azure SDK for C and ADU agent and use ESP8266 to update itself.
Please refer to the below project: