I've started hacking around on this, my approach right now is:

• Create an Eval module that uses a Worker under the hood
• Eval exposes a state machine for evaluating code
• Figure out some way of bundling the whole of rescript std lib and including it in the worker file

would you accept a PR to add a similar UI to the ReScript Playground?

Yes I would!

Figure out some way of bundling the whole of rescript std lib and including it in the worker file

That will be the most interesting part. I could take over the pipeline for bundling the right stdlib / compiler files, but I am not sure if we need to generate worker files for each compiler version, or if there's a way to point to a specific bundle file via one single entry point?