It's not something I've experimented with yet. Lua comes with a very low level debugger: http://www.lua.org/manual/5.1/manual.html#pdf-debug.debug but I haven't tried using it inside of an nginx worker. Because the workers are forked you don't have immediate access to their standard in.

For lapis I did build a server side console for running code in the same environment as the worker though, it might be useful: http://leafo.net/lapis/reference.html#lapis-console

This project looks interesting, maybe it can be used: http://keplerproject.org/remdebug/