I don’t see your tutorial link, you mean this one?: https://visualgdb.com/tutorials/arduino/stm32/bluepill/
I don’t use Arduino for STM32, but from the tutorial, ST-Link should work, no? I would stick to native HAL if possible. There’s lots of sensor, etc. libraries for STM32/HAL out there. Just google the sensor, etc. you want with “STM32” and you’ll most likely find a git library for it. I would think debugging is better too(?)