Easier Linux/Unix remote CGI Debugging is linked from Tutorials. Let us know if you run into specific problems.

Update: Actually, Debugging a CGI is more what I was searching for. A subthread in there talks about how to debug a CGI by rendezvousing with a separate pseudo terminal (such as from a separate ssh session).

Update: http://www.mail-archive.com/asterisk-perl@lists.gnuinter.net/msg00142.html is also helpful (it is about AGI, the CGI-like interface to Asterisk, but the same or a similar technique can be used with regular CGI).