I don't know if it's a standard Java thing or just an IntelliJ thing, but there's a setting that will hot-patch a running JVM when you change code. Things can get messy if you (or your dependencies) make assumptions about the ClassLoader being used, but other than that it works great.

Still not as good as C#'s debugger in Visual Studio (hit a breakpoint, edit the code, drag the execution back before the problem, resume and run the patched version) but nothing I've seen really is.

Setting up Gradle projects is a bit more involved depending on your setup, but in the end it's still a single command to build an executable JAR.