Finally!!! Honestly, the workaround for dealing with these self-references are a pain - but I'll show how I managed it below..

Updating (dev):
     Type                                        Name                 Status
     pulumi:pulumi:Stack                         iaac-experiment-dev
 +   └─ azure-native:network:ApplicationGateway  xxxxx-agw1-primary  created

So, for AppGW the httpListeners configuration and requestRoutingRules needs references to the frontendIPConfiguration, frontendPort, backendAddressPool, backendHttpSettings, and httpListener.. so yeah - requestRoutingRules defenition needs to reference the defenition of httpListener which needs to reference the defenition of frontendIPConfiguration and frontendPort... What I would like to see is this (as is with azure-classic):

frontendIpConfigurations: [{
  name: "frontendIp",
  ...
}],
frontendPorts: [{
  name: "frontendPort",
  ...
}],
httpListeners: [{
  name: "httpListenerDefault",
  frontendIPConfiguration: {
    // id: THIS IS INFURIATING
    name: frontendIp // <--- SO MUCH BETTER
  },
  frontendPort: { name: "frontendPort" }, // <--- so much nicer
}],
requestRoutingRules: [{
  name: "rule1",
  ...
  httpListener: {
    // id: AGAIN! so unnecessary
    name: "httpListenerDefault" // <-- so much more intuitive and easy to work with
  }
}]