Generally I am copy-pasting code out of a WIP package to test out an idea as I go.
So the code is already being written in a file.
Or I am using Juno/VS-Code/Vim-Slime to simplify the copy-paste.
Other times I have the package I am editing loaded with Revise.jl active and I am calling in and trying out the methods I am concurrently writing in my text editor.
It's more like TDD than anything else. It's got that same quick back and for of run, write, run write. But a but more interactive. (Note I am not saying that is TDD -- it isn't -- tests are not nesc written or saved. Though I do often use this while doing TDD to run a test I have written)