How to debug a RTD Server C# Implementation
See the question and my original answer on StackOverflowYou can just start or attach to the process where code runs, put a breakpoint in a line of your code and it should work.
Another solution is to put a Debugger.Launch() statement somewhere in your code and just-in-time debugging will ask you how you want to debug (this needs proper configuration which should be ok by default).
See also Difference between Debugger.Launch and Debugger.Break