I have tried:
Here's how I did it:
1 - Copy the latest version of xdebug.so from http://aspn.activestate.com/ASPN/Downloads/Komodo/RemoteDebugging to /usr/libexec.
2 - Add the following to the global php.ini:
zend_extension="/usr/libexec/xdebug.so"
xdebug.remote_enable=1
xdebug.remote_host=localhost
xdebug.remote_port=9000
xdebug.remote_autostart=1
3 - Restart Apache and run MacGDBp.