I also don't have experience with the Express Version. Not having the attach option does present an obstacle.
This suggestion isn't beautiful, it's kind of like dragging your cooler through the sand at the beach when you know other people have wheels for theirs, but here it is anyway... Debug using the log4net logging facilities. Put in a whole bunch of "Info()" calls that print out whatever info you would normally want to view in your debugger. A plus side of doing logging is that you can leave it all in there in case you ever need to get the info again. Just make sure your logging level is set correctly when you are done.
Not perfect, not pretty, it is painful, but when your back is against the wall it just might get you the info you need.
Good luck.
-Look to the sky as much as the screen!