How do you change the build target with the VSCode Plugin after you’ve already selected one?
How to change the build target?
I figured out that it’s “Change Project”, which is not what I was expecting for whatever reason.
If you want to change boards it’s the Zephyr Tools: Change Board command. Glad you got it all figured out. 
I may be wrong, but if I remember it well, that question is a frequent one (how to change …).
Maybe it’s worth to get added to the Getting Started ?
Yea the extension needs its own documentation.