Hmm, this is not so easy. I have flashed some bluepills already and it worked quite well with dfu-util
Typically, when you have such connection issues then it is most likely that you either:
Did not use the correct settings for building the firmware
Did not flash it correctly and potnetially even accidentally overwrote its bootloader
For 1. I cannot be of much assistance since I do not have the needed settings for exactly this board. You would need to find out the needed settings WRT the make menuconfig options. A single wrong entry here will surely spoil your fun
Lets try to flash the katapult bootloader first.
Try connecting the board via USB
Put it in programming mode, e.g. by pressing and holding BOOT0 and resetting the board