Thank you, that was truly simple 
Very easy (once you know how)
When NetBeans opens the parent project the first time, it displays the included modules.
Double click the “GraphHopper Web” module (or right click and select to open the project)
Then the “GraphHopper Web” project will open and be displayed under "Parent Project"
Then right clicked this project, selected properties, and then the Run properties
I clicked the “Browse…” button to select the “Main Class”, the GHServer is the only one listed, I selected it.
I set the config and datareader.file parameters as you indicated, as well as the VM parameters.
Saved this, right clicked the project and selected Debug, and it works great! Time to go set some breakpoints…