Most IDEs let you set a hotkey to run the current file through an external program (I generally use Ctrl-Shift-V to open in Vim) as well as a setting to automat

Most IDEs let you set a hotkey to run the current file through an external program (I generally use Ctrl-Shift-V to open in Vim) as well as a setting to automatically detect and reload a file that's been changed outside the IDE. It's not perfect integration, but it works pretty well once you're used to the workflow.