Is there a way in which I can debug my compiled Matlab components, using native Matlab debugger, like Visual Studio "Attach to process" option, or something like that?
I mean EXE stand-alone files, DLLs, COM in-process servers or .NET components.
You can't debug them in the sense of being able to step through the MATLAB code line by line, as you can with MATLAB's own debugger prior to compilation. One of the steps that the MATLAB deployment products take is to encrypt the MATLAB code (so you can preserve your IP when distributing the deployed component). The ability to step through the code in a debugger after deployment would defeat the purpose of that.