Hi Dave,
Could you tell us what OS are you using ?
Do not use the esp-idf from the master branch of the espressif github, this platform version only support the Espressif IDF 3.1. And it is already provided in the -bsp\ project of the platform (under Drivers\esp-idf).
If you want to follow the setup documentation from Espressif go to their documentation home page : https://docs.espressif.com/projects/esp-idf/en/latest/esp32/. Then under “Switch version” select a 3.1 version of the documentation. And follow their guide for the toolchain setup according to your OS.
Once you have a compiled MicroEJ application you can link it against the BSP by building the CDT project microej.
Regards,
Benjamin