I am using the sesame package to obtain differentially methylated regions (DMRs)

dmContrasts(smry)                       
merged = DMR(se, smry, "sexMale")

How can I annotate these regions with gene information or do an enrichment analysis?

If it were just probes I can use the command sesameData_annoProbes, but how do I annotate groups of probes such as DMRs with enrichment information?

You could use ChIPpeakAnno, or missMethyl