Which Pega version are you using? There is an updated Expression Builder in 7.2.2 that allows you to test in the way that you describe.
Below is an example where I have opened the expression builder from a property-set method in an activity. There is a test button at the top and as you can see I can enter my test value for the pyTempText property and the results is displayed at the top of the screen.
I am not sure that this is accessible outside of an Activity, but you could create a new test activity to get access to the Expression Builder and just not save it when you are finished.