Gridsome data layer is built on GraphQL and the development server comes bundled with a graphical UI for studying the schema building queries. This UI, however, is not very useful if you don't already know GraphQL. I recently found out that there is a much better tool called graphiql-explorer that allows you to build GraphQL queries graphically and that it can be very easily used with Gridsome as a VS Code plugin.

(Note: if you happen to use some other editor, you should be able to install graphiql-explorer by adding it in the dev server config with configureServer-hook.)

The 1-minute install

Install the vscode-graphiql-explorer-extension.
In your repository root, while your development server is running, generate a GraphQL schema for the plugin with following command: npx get-graphql-schema http://localhost:8080/___graphql > schema.graphql (the first part of the URL should be your development server URL). You might want to add schema.graphql to gitignore as well.
Profit!11

You can now use the GraphiQL explorer inside your VS Code. Run Explore schema with GraphiQL command to see it in action.

Notes

The two other commands added by this extension don't currently work with the custom Gridsome GraphQL blocks inside -vue files. What you can do is either copy the code in an open explorer window or open it in a new file and then run the explore-command. I opened a ticket for fixing this, it seems that it might be fixed quite soon.
graphiql-explorer is bundled with Gatsby and according to Gridsome developers, they might switch to using it in Gridsome as well. There's actually an old ticket about this, too.
Shout-out to @eunjae_lee for leading me into this rabbit hole :)