Esme is such a beautiful name... you should definitely stick with that! For middle names I think I would go for something short... Esme Jane, Esme Grace, Esme Rose... that kind of thing.
Are there any names in the family you might want to use? For a girl we would be using Marie as a middle name (which is from my mum's middle name, Mary - unfortunately Mary doesn't go with our last name, otherwise we would be using that)