After some research, I ended up using the 'SQL Server (mssql) VSC extension which you can install here https://marketplace.visualstudio.com/items?itemName=ms-mssql.mssql
To save a bunch of googling here's what I did to get up and running.
- Install the extension.

- Create and save a new *.sql file in your explorer somewhere (the below won't work unless a .sql file has focus
ctrl+shift+P - select MS SQL: Connect

- Paste in the connection string (from your appsettings.json etc) - press enter through everything else if you like.
You should now see your database in the SQL Server tab in the left pne.

Right click your DB to create a new query.

Click the green play button to run the query (do not use F5)

Not a perfect approach but good enough for some quick SQL debugging and can never remember how to insert a record etc.