• Install Defold game engine and VS Code
• Install Node.js
• Install TypeScript to Lua transpiller npm install -g typescript-to-lua or from GitHub repository
• Open workspace DefoldTypeScriptHello/tssrc/DefoldTypeScriptHello.code-workspace in VS Code.
• Open working dir in 2 terminals: DefoldTypescriptHello/tssrc/
• Run TypeScriptToLua compiler in one terminal (watch mode): $ tstl -p tsconfig.json --watch
• Run rename and move files script in other terminal (watch mode): $ node build.js
• 2 watching task will compile and move files. Do not close terminals
• Open project in Defold Editor 2 and Run.
• Now edit files in VS Code normally and run(build) game in Defold Editor. Repeat unit game done.

Download it and Run - It works.
Read README.md for details