Soldering that would be a pain when done with many relays, I agree, if they are the Sonoff Minis there is an OTA way by entering the DIY mode. No soldering needed 
Otherwise you could use something like this that will make the process a 3-4 minutes/device type of thing:
Shelly are nice devices and have good driver support with HE, both native and community ones supported by the company behind Shelly.
As for Zigbee ones they could help with the mesh, but in the walls they may also create mesh problems depending on the chip used. If they for example are based on the CC2530 chip without a signal enhancer (like the Sonoff Zigbee relay) the signal isn't very strong.
EDIT: If you have a 3D printer there are plenty of easy ways to flash these by just buying some pogo pins and printing a jig.
