I am running some import code asynchronously from a simple WinForms app using a `BackgroundWorker` object and its `DoAsync()` method. I had a problem where I didn't know that exceptions were being thrown and the thread was prematurely dying. I eventually discovered this, and now know when an exception is thrown after reading [Unhandled exceptions in BackgroundWorker](https://stackoverflow.com/questions/1044460/unhandled-exceptions-in-backgroundworker).

However, I still have a problem while debugging. How do I debug this code? I guess I could run it in a test app that doesn't use a BackgrounWorker, but is there a way to debug this as is? If I step through the code that actually throws the exception, I just get kicked out the step-through when the exception occurs. Re-throwing the exception from the `RunWorkerCompletedEventHandler` naturally doesn't help much either.

Any ideas!? Thanks in advance!