You can try this:
https://www.google.com/amp/s/techtutorialsx.com/2017/10/02/esp32-micropython-creating-a-thread/amp/
But this may not work properly with all modules included in micropython firmware. You need also micropython version 1.14.
I have the same problem with my Core2. Followed the demo in every step. And I am using the latest version (beta web) and newest firmware.
Could you please send me the m5f, too?