Thanks! This does seem to solve the problem. Specifically this is what I did:
Create a .gdbinit file in my home directory containing:
define restart monitor reset shell sleep 1 cont end
Change platformio.ini file to be:
[env:adafruit_feather_nrf52840] platform = nordicnrf52 board = adafruit_feather_nrf52840 framework = arduino debug_tool = jlink upload_protocol = jlink build_type = debug debug_extra_cmds = source gdbinit
Then in Platformio (VSCode ), start the debugger. (Press the Run button in the Activity Bar and then the Run - PIO Debug button in the top left.)
When the program stops at the first line in main.cpp type “restart” in the debug console, hit enter.
The program starts running normally and hits the first real breakpoint, if any.
This works. Is it the correct way to do it?