In SQL Server I could copy sql code out of an application and paste it into SSMS, declare & assign vars that exist in the sql and run. yay great debugging scenario.
You can achieve this using the PREPARE, EXECUTE, DEALLOCATE commands for handling statements, which is really what we are talking about here.
For example:
PREPARE test AS SELECT * FROM users WHERE first_name = $1;
EXECUTE test ('paul');
DEALLOCATE test;
Perhaps not as graphical as some may like, but certainly workable.