For ppl who like a UI/mouse approach, my favourite VScode plugin is PHP: Unit Test Explorer UI which gives you a testing sidebar where you can see all your tests and run individual tests or the whole file or all of them etc. and also in the test file itself you get a play button next to individual tests, and I have these workspace settings:

        "phpunit.showAfterExecution": "always",
        "testExplorer.addToEditorContextMenu": true,
        "testExplorer.mergeSuites": true,
        "testExplorer.showOnRun": true,
        "testExplorer.useNativeTesting": true,

Better PHPUnit Execution