In the IntelliJ tests menu for the test you want to debug, click on the dropdown and choose "Edit Configurations..."
That should present you with a window that looks like the following; choose the test you want.
In this window, add the following argument to your "VM options" (leave the -ea flag present):
-Ddunit.debug.basePort=29999
This causes a debug port to be opened in each DUnit VM. VM 0 has port 30000, VM 1 has port 30001, and on up. Click the "+" in the "Run/Debug Configurations" menu, and add a new Remote configuration. Call this configuration "DUnit VM 0". Debugger mode should be "attach to remote JVM", localhost port 30000, configuration should have the following arguments for the remote JVM:
-agentlib:jdwp=transport=dt_socket,server=y,suspend=n,address=30000
Create more configurations for each additional VM you want to attach to, increasing the port number by 1 for each VM.
To debug, debug your test normally (I normally put a breakpoint in a @Before method or at the beginning of the test if I want to pause the other VMs), and then select "DUnit VM 0" from the test dropdown (the same one in the first picture, where you chose "Edit Configurations"). Then hit the debug symbol, and as long as the VM has started, you should be connected! Breakpoints will work normally and you can switch between tabs to debug all your VMs!