Thanks @nhac.tat.nguyen for your fast reply!
I assumed that some “magic” would be necessary to make this work 
But anyway the forge tunnel never triggers a rebundle of changed static code. (the localhost shows “compiling sucessfully” - but forge tunnel keeps quite.)
I tried this even without the forge bridge - with a stripped-down React app.
The behaviour of “changes to your source code triggers a rebundle” as described in “Tunneling with custom UI” I can’t see.
Maybe also some Atlassian experts can explain if / how I misinterprate the documentation.
Cheers,
Franz
P.S. I’m creating a Confluence macro on a Windows server