Hello Paulo, not sure why it's not working directly in IntelliJ, but the way I debug my gradle template project via IntelliJ is by using a Remote run configuration. I fire up the vertx process using the command line gradle target with the environment variable GRADLE_OPTS set to the IntelliJ debug args (you can copy / paste from the Edit Configurations panel). When you run the IntelliJ Remote config and it will connect to the running process where you can use the full debugger functionality.
FYI, I know there are some gurus on this list that feel debuggers are for wimps (i.e. they prefer "println" debugging). ;o)
HTH
-Randall