A (non-portable) option is to invoke CPP by using -P, as documented in perlrun.

#!/usr/bin/perl -P

use constant DEBUG => 0;

sub _debug { print $_[0]; }
#define debug(s) _debug(s) if DEBUG

debug("test\n");
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The docs say "A -P on a #! line doesn't work.", but it worked on my system.

The docs say "The #! line is stripped, so any switches there don't apply.", but they worked on my system.