How to connect to WiFi without hardcoding the credentials in Espruino Pico?

FlashEEPROM should definitely be non-volatile. Just try some simple code:

var f = new (require("FlashEEPROM"))();
f.write(0, "Hello");

then reboot and try to read it:

var f = new (require("FlashEEPROM"))();
console.log(E.toString(f.read(0)))