These are the steps I used to get NuttX working on my ESP32-S2-Saola-1 board (note I already had xtensa-esp32s2-elf-gcc toolchain installed) :

$ git clone https://github.com/apache/incubator-nuttx nuttx
$ git clone https://github.com/apache/incubator-nuttx-apps apps

$ cd nuttx/
$ ./tools/configure.sh esp32s2-saola-1:nsh
$ make download ESPTOOL_PORT=/dev/ttyUSB0
$ picocom -b115200 /dev/ttyUSB0

(Reset the board)

NuttShell (NSH) NuttX-10.1.0-RC1
nsh> ?
help usage: help [-v] []

. cat dd false ls ps sleep uname
[ cd df free mkdir pwd source umount
? cp echo help mkrd rm test unset
basename cmp exec hexdump mount rmdir time usleep
break dirname exit kill mv set true xd

Builtin Apps:
sh nsh
nsh> uname -a
NuttX 10.1.0-RC1 4ae6862bbe Jun 1 2021 14:52:27 xtensa esp32s2-saola-1

nsh> free
total used free largest nused nfree
Umem: 310256 5792 304464 304464 24 1
nsh>