It would be cool to see this shield supported:
It is supported, just not officially.
Follow my HowTo....
I think he means using it as a shield for the Arduino, which I believe is being worked on right now.
The Blynk library supports it. Don't know if Cayenne does as I've not tried it myself.
It may be as simple as using this line instead in your arduino sketch:
Do a quick search in this community for esp8266