I compiled and built esp-at project fro ESP32-WROVER platform downloading directly
from github (on the branch master) the sources.

Before building however I ran build.py menuconfig to change the method of
communicating AT command (through sockets instead fo UART)

Then after building and flash the ...

Sorry I didn't finish to answer!
I would say:

openocd -f board/esp32-wrover-kit-3.3v.cfg -c "program_esp ./build/fw217.bin 0x10000 verify reset exit"

I'like to make this automatic in task.json but I was not able to do it

I have the same problem.
With the previous version of extension I was able to use JTAG both for flashing and debugging.
I used a simple USB bridge device based on FTDI chip (purchased from Sipeed for less then 15 Euros) to work with my board.
It was working quite good and quick

If I want to keep ...