…what? sorry, I legitimately don't understand what you meant. I just leave the script editor open on one tab then test it on another tab, then change the code, hit Ctrl + S and test again. the script gets saved on disk and runs on all matched pages (if that's what you're confused about).
the way I get around CORS (for development) is by using a free, third-party CORS proxy. for the actual release (if I were still working on the script, which I'm not) I would probably host my own proxy to avoid getting rate limited by the free tool.