I would solder it on prototype board If doing this I would solder female pin headers on to slot the Esp into in case you ever want to remove it/replace it. I would also add a dip socket for the level shifter, again in case you want to remove it. Pin headers and Dip socket optional but makes things ALOT easier for replacement.
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If soldering is an issue I would try to wire anything I could using wago’s or screw terminals (like offered on the breakout board). A multi port level shifter would be the hard part of that. You would either have to use induvial ones like Quindor’s data booster’s, Falcon F-Amp’s or if you could handle a small bit of soldering you could look at the 4 port shifter from RGB2Go * Actually with that RGB2Go shifter you could likely use JST SM connectors and slide them on the pins, if you rather not solder.
-Soldering would be my preferred solution as it provides the most permanent solid solution. depending on the project and LED choices… I would use solder seal connectors to connect the wires to the pixels
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