Thanks! Somehow I completely overlooked that page.

Flashing somewhat works, but only after it fails once with error:
Error: xtensa_wait_algorithm: not halted 0, pc 0x4009113b, ps 0x60021
Then the second attempt succeeds.

MacBook-Pro:esp32 joostn$ make app-flash-openocd
App built. Default flash ...

Can anyone give an example how to program over JTAG?

I have Espressif's openocd running on my mac using a JLINK and debugging works. Openocd is launched with this .cfg:
source [find interface/jlink.cfg]
source [find target/esp32.cfg]
adapter_khz 1000


I can telnet into openocd on port 4444 and ...