Go to the file you want to toggle spell checking, and invoke the command palette with CTRL+SHIFT+P.
Search on “Spell Check” and “Spell Check: Toggle” will be one of the options. Click or press ENTER while the Spell Check: Toggle is selected, and spell check will be turned on or off for only the select file.
I use this mainly to turn spell checking off on specific files that are, for example, simply lists of URLs where the dotted underlines get annoying to look at very quickly.