Start the embedded JVM in debug mode, allowing an external debugger to attach to it.
You will have to consult your debugger's manual to find out what options it requires and you will also typically have to set a number of other options to make Java debugging work.
A typical set of options might look like this:
IJvmLoader loader = JvmLoader.GetLoader();
loader.Debug = true;
loader.NoAgent = true;
loader.DashDOption[ "java.compiler" ] = "NONE";
loader.Run = "jdwp:transport=dt_socket,server=y,address=8888,suspend=n";
where the value for the Run option depends on your JVM and your debugger.
IJvmOptions Interface | Codemesh.JuggerNET Namespace