Yes, the exact equivalent of what the OP was looking for can be done with $DB::single = 1. I often insert this into my code when running it under the debugger; there's no compile/link cycle to worry about, so this is convenient enough. (tachyon's response already contained this information, but I never bother with perldb.ini files or anything.)

Another useful hint is to put this chunk of code near the beginning of your file:

BEGIN { $SIG{__WARN__} = sub { print STDERR @_; $DB::single = 1; } }
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This will make you drop into the debugger immediately after printing a warning. (It won't take effect until the following statement, so you don't have to worry about stepping out of the BEGIN block or anything.)

My other main tool for using the perl debugger is my debug script, which you can simply add as a prefix to your perl command line and it'll pop up emacs running the debugger in a window. (Note that the script is also for running gdb on non-perl files, so watch out if it says (gdb) instead of DB<>.)

Update: I can't believe I originally wrote $ENV{__WARN__} instead of $SIG{__WARN___}...