So after hunting around for a little bit, I stumbled upon these as a solution.
The device seemed very efficient and a perfect solution for a 3.7V Lipo to Power a 3.3V ESP and DHT11/22 Thermostat. One thing to note is this also has an EN pin, I may need to jump it to the VIN to ensure this is alway’s enabled on for my device. Seem that after taking a look at the Typical Application sch that implementing one of these on a Prototype board won’t be too bad. I’ll need to hook it up to my home power supply to test the voltage drop and see if It can hang in at 3.3volts even while the Lipo is on its last legs at the end of the battery drain.
So Lucky for me Adafruit has a small little PCB with this installed on it with a few header pins. One of the gotchas though is that for this project and as normal we need to make a Ground rail so that everything can connect to common. Now one thing to take from this is that the breakout board seems to have a Surface Mount Device/Technology resistor attached to the feedback line. This resister is E24 marked resistor. To calculate the value take the first two digits and then add the third digit amount of zeros. In this case 104 turn’s into “10” + “0000” = 100,000 or it’s a 100kohm resistor.