Hi Peter,
The bad news first: the P&E launch configuration in Eclipse does not support that functionality.
In CodeWarrior, this is handled by the custom debugger engine, and CodeWarrior is not using GDB.
KDS is using GDB, and here it is up to the launch configuration plugin: it could check if there is already a session running.
This actually is the case for the J-Link connection:

But so far P&E does not support such a thing yet. My hope is that an upcoming release could have this implemented too.
I hope this helps,
Erich