I've been developing Mendix for a while now and also developed some Java Actions. Being a Java developer previously I used IntelliJ before and wanted to continue using it also for custom Java Actions development with Mendix.
While you could easily use the built-in "Deploy for Eclipse" feature and import an Eclipse project in IntelliJ the handling of dependencies (userlib and Java managed dependencies) in the IDE is suboptimal (e.g. it is not easily possible to download java sources and javadoc for libraries to get javadoc support during coding).
Since Mendix internally also uses a gradle build (in the deployment directory) I came up with a Mendix project setup containing a custom gradle build that adds the Mendix Runtime dependencies and Userlib dependencies (by utilizing the internal gradle build) as well the Java managed dependencies (by parsing the vendorlib sbom file) of your Mendix Project as regular gradle dependencies to your build. This allows you to manage Java dependencies via Studio Pro while still being able to utilize the advantage of gradle/maven managed dependencies in IntelliJ (namely downloading javadoc and sources for better coding support).
Feel free to checkout the setup in this public github repo and share your thoughts / feedback about it