Another approach,of running and,debugging is using,Java Service Wrapper itself in console mode using -c option. The advantage of using Java Service using is that you don't have to specify JVM options and program arguments in multiple places. For debugging purpose, you can simply add one of the following two options in your Java Service Wrapper conf file.
-agentlib:jdwp=transport=dt_socket,server=y,suspend=n,address=5005 -Xdebug-Xnoagent-Djava.compiler=NONE -Xrunjdwp:transport=dt_socket,server=y,suspend=n,address=5005
Run Jetty in console mode., You only need conf file. You don't have to install this as Windows Service.
wrapper.exe -c jetty.conf
Now you can use IntelliJ Remote debugging facility. See Remote tab under Run-> Edit Configurations menu option.