You could use this [LiPo Fuel Gauge in series with your battery connector. In order to keep it removable and easily connect to the battery circuit, I would recommend soldering a wire harness like [this or [this to the battery output pins on the Fuel Gauge and then connect the JST-side of the wiring harness to the battery connector on the ESP8266 Thing. After that, you just need to connect the I2C lines between the Fuel Gauge and the ESP8266 Thing.
We do not have an official SparkFun library for this fuel gauge but [this library could work. We have not tested it with an ESP8266 so there may be some adjustments you need to make to get it working with the Thing.