I’ve just created a small new package called HotTest.jl which is supposed to make working with Julia’s default testing pipeline interactively a bit more convenient.
Let me just copy the README text here, and I would be interested in opinions, comments or ideas.
The main reason for writing this was that I wanted a solution that worked with the vanilla testing pipeline and wouldn’t need to rely on package alternatives such as GitHub - JuliaTesting/ReTest.jl: Testing framework for Julia
If something like this already exists, please let me know as well 
HotTest.jl - Keep your tests hot!
Using ]test (or Pkg.test()) in Julia can be annoying, because each run starts a new Julia session.
That means compilation delays, and you don’t want to wait long while testing to keep feedback loops short.
Another drawback of ]test is that it always runs all tests specified in test/runtests.jl.
This means that even if the delay until the tests start isn’t that long, you will have to wait until all tests were successfully completed.
HotTest.jl is an experimental package which works in conjunction with Julia’s default testing pipeline in Pkg.jl.
The tests are run in a sandbox module in the current session, this means that compilation delays only matter for the first run, but each run is still independent from session state.
Rerunning the tests afterwards should be quick.
Also, HotTest.jl can filter out testsets by name using regular expressions, so you can choose to run only a subset of them, shortening your waiting periods further.
This also works for nested testsets.
Example code
First, you need to activate a test environment so that the tests’ dependencies can be loaded correctly.
HotTest.jl reexports TestEnv.activate() for this purpose:
using HotTest
# you should be cd'ed into the package's root directory that you want to test
HotTest.activate()
# run all tests in `test/runtests.jl`
HotTest.test()
# run all tests in a manually specified location
HotTest.test("path_to/some_file.jl")
# only run testsets with `xyz` in their title
HotTest.test(; filter = r"xyz")
# specify filters for levels of nested testsets using a tuple.
# the `nothing` filter accepts any title.
HotTest.test(; filter = (r"abc", nothing, r"xyz"))
Example video
Here is a screen recording of a session in which I use HotTest.jl to run some tests of GridLayoutBase.jl.
How it works
The code in test/runtests.jl is included after applying a transformation function to each
expression.
This function replaces all occurrences of @testset macros with if else statements
which only allow the testsets to run if their names match the filter.
In order to be able to correctly transform and match nested testsets, any occurrence of
include("some_file.jl") is resolved immediately at parse time and replaced with the code it references.
This means that HotTest.jl can only work correctly if there are no dynamic include statements.
Currently, only string literals inside include are accepted.
Also, the @testset macros cannot be spliced in by other macros, all of them must be present in the actual source code.