I am able to debug objects in the GAC if I use the command-line gacutil,
like so:

gacutil /nologo /i C:\Path\To\Project\obj\Debug\Project.dll
[the .pdb file resides in the same directory,
C:\Path\To\Project\obj\Debug\ ]

Does that help with your debugging problem?

As far as your problems changing parameters, you should stop the COM+
application before recompiling your object, so COM+ does not keep a hold of
the prior version of your DLL in memory.  In Control Panel, go to
Administrative Tools and run Component Services, then open up Component
Services, Computers, My Computer, COM+ Applications, right-click your
application and select Shut Down.  Make sure the ball stops spinning, and
then recompile your DLL.  (If that doesn't work, you could try deleting the
COM+ application altogether, recompile, and re-register the component[s] in
COM+.)