GFI Breaker at Subpanel - Does it need a separate neutral to the main box
Hook up the GFCI in the usual way, entirely inside the sub-panel.  

That is to say, hook the GFCI's pigtail to the neutral bus on the sub-panel, then wire hot and neutral from that circuit into the GFCI breaker.  Do not connect the GFCI's pigtail to the ground bus on the sub-panel (even if that's what you normally do in the main panel).  Do not run a separate neutral back to the main panel.