Frank Sautter has an interesting post on his blog on adding a physical ethernet connector to an ESP32 development board. The board he chose was the Waveshare LAN8720 and, apart from one gotcha with GPIO0 during resets, it appears to be a fairly simple build. The LAN8720 already has (some!) support from Espressif, so this seems like a nice, easy and relatively cheap way to build yourself a WiFi-to-Ethernet gateway.
Frank has detailed the connections for his adapter board and included a nice bottom view (left), so that it should be fairly easy to duplicate his build. The LAN8720 boards themselves are currently available on eBay for about $3 each.