1.  A Question of Parenting

Had Yitzchak and Rivkah delved deeply into Esav’s true nature; had they asked themselves even at an early stage how even an Esav- with the strength, skills, and courage latent within him- could be harnessed for God’s service then the future גיבור would not have become a גיבור ציד but a true גיבור לפני ה׳. Yaakov and Esav, despite their different natures, would have remained twin brothers in spirit and way of life.

Rav Samson Raphael Hirsch - בראשית כה

2. Sowing the Seeds of Enmity

Rabbi Azariah said : Amalek was a descendant of Esau, and because of his ancestor's enmity he came against them to punish them.  Pirke de-Rabbi Eliezer on Deuteronomy 25:18

3. Fruits of our Actions

Desiring to convert to Judaism, Timna went to Abraham, Isaac, and Jacob, but they did not accept her. So she went and became a concubine to Eliphaz the son of Esau, saying, 'I would rather be a servant to this people than a mistress of another nation.' From her was descended Amalek, who afflicted Israel. Why so? Because they should not have rejected her. Talmud Sanhedrin 99B

As punishment for rejecting Timna, the Jewish people were cursed with the eternal enmity of Timna's son, Amalek. Haman, the enemy of the Jews, was a descendant of Amalek. Haman's hatred of the Jews and his decree to destroy them in fact originated in the failure to convert his great-grandmother Timna. But this error was redressed in the time of Mordechai and Esther, when 'Many of the peoples of the land became Jews' (Esther 8:17)." Rabbi Abram Isaac ha-Kohen Kook, Moadei Reiyah 

4. Measure for Measure

Anyone who claims that The Holy One, Blessed be He, is overly lenient (that is to say, He indulges those who violate the feelings of others saying: 'I will follow my own inclinations since God is forgiving,') will forfeit his life. When did these consequences (of Esau’s sobbing) come to the fore? In Shushan, the capital [of Persia] as it is written: [Mordechai went through the city] crying out loudly and bitterly (Est. 4:1) against Haman's decree to destroy the Jews. And Haman descended from Amalek, who is descended from Esau (Gen. 36:16). It was he who issued the decree to destroy the Jews.

Genesis Rabbah 67:4.

5. Esav Redeemed

"During all these years Esau resides in The Land of Israel. Shall it be assumed that he will now confront me with the power of the merits of residing in Eretz Yisrael?"9 All these years he devotes his efforts at honoring his parents, shall it be assumed that he will now confront me with the power of honoring ones parents?10 In this vein, R. Shimon ben Gamliel declares: "All my life I took care of my father. Yet it did not even amount to one hundredth of Esau's efforts when he attends to his own father."  Genesis Rabbah 65:16.

6. David: Integration of Jacob and Esau?

When Shmuel saw the red David as it is written: "And he sent and brought him in. Now he was red (16:12), he became afraid and said: "He too will shed blood like Esav." The Holy One blessed be He said to him: "With beautiful eyes (ibid). Esav killed on his own disrection but this one will kill with the consent of the Sanhedrin.

Genesis Rabbah 63:8 

Edom:

Jeremiah (49:7-22), Ezekiel (26:12-14), Obadiah (1:1-14), and Malachi (1:2-5) Obad. 1:21