Go tools in general have poor integration with build systems other than "go build". One trick I find useful is to use Go modules (and therefore goimports, not goreturns) and structure your build so that it looks like a standard Go module build, even though it's really being built by some other system. In other words, it's a mix of making the build system conform to Go norms and making your IDE adapt to the remaining differences.
I recently added a config option so plz test will run tests in the package directory rather than the repo root (just like go test). Should make things a little easier.