In evolutionary robotics, jointly optimising the design and the controller of robots is a challenging task due to the huge complexity of the solution space formed by the possible combinations of body and controller. We focus on the evolution of robots that can be physically created rather than just simulated, in a rich morphological space that includes a voxel-based chassis, wheels, legs and sensors. On the one hand, this space offers a high degree of liberty in the range of robots that can be produced, while on the other hand introduces a complexity rarely dealt with in previous works relating to matching controllers to designs and in evolving closed-loop control. This is usually addressed by augmenting evolution with a learning algorithm to refine controllers. Although several frameworks exist, few have studied the role of the \textit{evolutionary dynamics} of the intertwined `evolution+learning' processes in realising high-performing robots. We conduct an in-depth study of the factors that influence these dynamics, specifically: synchronous vs asynchronous evolution; the mechanism for replacing parents with offspring, and rewarding goal-based fitness vs novelty via selection. Results show that asynchronicity combined with goal-based selection and a `replace worst' strategy results in the highest performance.