Does remark-vscode not have what you want?

No, this is blocked upstream. remarkjs/vscode-remark#129 (comment)

I've been using remark-cli + remark-mdx with printWidth and works fine. But I would like to format JSX even more (with prettier for example). Let's say I have this

<MyComp 
  a={[{foo: "bar", baz: "bar"}, {foo: "bar", baz: "bar"}, {foo: "bar", baz: "bar"}, {foo: "bar", baz: "bar"}]}
/>

And I want to get this output:

<Testing
  a={[
    { foo: "bar", baz: "bar" },
    { foo: "bar", baz: "bar" },
    { foo: "bar", baz: "bar" },
    { foo: "bar", baz: "bar" },
  ]}
/>

I don't wan't to run prettier on the whole document either as it conflicts with other rules. Any idea on how to achieve this?

Hi! Nothing yet.

You found some options for JSX. From remark-mdx, which come from syntax-tree/mdast-util-mdx-jsx. More features could be requested/developed there.
Or, specifically for JS in JSX tags: that’s not really touched by the tools here.

There could be a different tool, say a plugin, that formats JS in JSX.

Over the years there’s been more interest in closer JS integration to the ecosystem. So I made https://github.com/mdx-js/recma yesterday. Which also included recma-minify, which I made yesterday. That’s different but kinda close to this question.

Some plugin could benefit from these JS tools, to format JS in JSX.

Could something be added as a prettier-plugin-mdx sort of plugin? to override the default mdx handling to support v3?

Probably yeah. And that may actually unblock stuff. Prettier has a ton of code to handle weird edge cases and fixtures for them. But MDX 2/3 was a breaking change. So without that legacy, allowing a breaking change, a plugin is probably easier to do!