You could use the pre-release version of our VSCode “Codea Air Code” extension as it supports creating projects directly from VSCode. The pre-release includes supports for multiple projects which is not the case in the current official release. You would also need the beta version of Codea (3.9, Build 405).
See Codea 3.9 (405) - #37 by jfperusse for details on the latest updates.