I tried the experimental Gradle Plugin with Android Studio 1.5 as I was hoping it to enable the NDK step-by-step debugging. It didn't.
As migrating from the regular to the experimental build system requires quite a lot of work, I am trying to figure out whether this debugging support had been enabled with the Android Studio 2.0 beta, before trying again.
This paragraph of the documentation is unclear to me:
Multiple NDK Projects
Plugin 0.4.0 added the preliminary support for NDK dependencies and
the ability to create just a native library. Please be aware this is
a preview of the direction we are going and the implementation is not
complete. Note that while it is possible to compile the native
project for Gradle, editing and debugging support in Android Studio is
not yet implemented.