Oh, that direction. Wow.. never figured there would be an issue on that one. But 2.5V is close to borderline for the Arduino's serial RX line. Yet another issue from using 2.5V rather than 3.3V perhaps. Or we could even point fingers at Arduino for using 5V boards when practically all other devices want 3.3V.

This is fixable with a transistor, but maybe a simple resistor would help too. I don't see what the output drive current limit is for the serial TX from the WT32i datasheet, but let's assume it can push perhaps 3mA at 2.5V (guesstimate based on a typical 5mA capability for 3.3/5.0V logic).

A 1K-ohm pull-up on that line would suck an extra 2.5mA of current, so that's a bit close for comfort. But a 2K-ohm pull-up (two 1K in parallel) would draw only half that, and might help to pull the output voltage up high enough for more reliable serial.

So give that a try: 2K-ohm pull-up resistor between the Arduino's RX line and +5V. If no worky, then we'll look at some active level conversion circuitry (aka. a transistor or similar). Or a prefab device like this or this.

Cheers
-ml