Perhaps you would be best off finding a fully set-up Docker image with a working installation of OCaml/opam, and connecting VSCode to that to act as your dev environment. That's how some educators are teaching it nowadays.
After that's done I'll also document the entire thing. At that point that might make a good candidate for a blog post to enrich the OCaml ecosystem, too.
Only after that point can I play casually with it, that's true. There's always an initial ramp-up price that has to be paid and in my case that price was higher than I wanted. I'm still willing to go through it all because I absolutely love what OCaml is in every way that I've been exposed to so far (with the exception of build tooling as already said).
While I am going through this I can indeed make use of Docker images and see what they do that I failed to do before. Could be very illuminating.
I get what you're saying but it applies to people who already work full time with OCaml. For guys like myself who want to periodically dip their toes and make a slow and steady progress... it makes us feel we're not welcome. (Obviously we're not owed a made bed but I'm hopeful that you get my point and you wouldn't interpret it as entitlement.)
A potential improvement: a very opinionated guide to esy, perhaps? I'd love to author such a guide one day (and would be delighted if somebody beats me to it).