I have been searching for a description of how to configure Gazebo for using a PX4 hardware in the loop but can't find one.

This describes the general configuration, but offers little detail about how to implement it: https://dev.px4.io/master/en/simulation/hitl.html

I am not fully understanding the part where it talks about 'building the Gazebo plugins'....and what Firmware_clone is all about.

Advice/guidance is appreciated.
Does anyone have Gazebo running with the PX4 Hw in the loop? Thanks J