To use the IntelliJ debugger with a P2 Plugin I use a remote debug configuration.
If you start your Jira (or any other Atlassian product) using atlas-debug and create a new remote debug configuration for port 5005 you will be able to use the IntelliJ Debugger just like you’re used to. Simply set some breakpoints and run your remote debug configuration. 
This can also be done with atlas-run-standalone and actual product installations by supplying the JVM parameters mentioned in the linked Stack Overflow article.
EDIT: In regard to starting a Jira directly from IntelliJ - I don’t know a way to do that. Using the SDK commands is the way to go as far as I know. Although on Windows I strongly prefer to use an actual installation of Jira or some sort of container because of the horrible performance of the atlas-x commands on Windows.