While it sounds like you don’t actually need it, don’t forget that you can glue an I2C EEPROM to the bluepill board and connect a few wires.
If you design a custom board, it’s very much worth putting a footprint for an external EEPROM or NOR flash - you can always leave it unpopulated in production. Dealing right now with a board that was designed without by others, and would be so much more capable with additional local storage outside the MCU.
Also when going custom consider other MCUs - the STM32L0’s have yet lower power, and actual EEPROM inside. It’s too bad there’s no bluepill version of the STM32L073.
And then there’s the Murata CMWX1ZZABZ-078 which gets you both an SX1726 and an STM32L082 in the same SMD sub-module.