I don't know how to do all the plugins at once, but if you choose to debug a different target in codeblocks (instead of src...maybe plugin_CompilerGCC or something) and then set the host application to the codeblocks exe, you can debug the source files related to that target ok.
If you do not need to have the symbol files loaded at startup, you could also debug and then use the 'Send command to GDB' option to send 'add-symbol-file share/codeblocks/plugins/debuggergdb.dll' or whatever it is you need.
We should add an option to let the user choose to add some symbol files to have added when the debugger starts....it shouldn't be too hard. It would require changing the menus some though. I have no idea how that is done.