MacOS

~/Library/Application Support/Code/User/keybindings.json

Win

~/AppData/Roaming/Code/User/keybindings.json

jj Escape

// Place your key bindings in this file to override the defaults
[
  {
    "command": "vscode-neovim.compositeEscape1",
    "key": "j",
    "when": "editorTextFocus && neovim.mode == insert",
    "args": "j"
  }
]