What I do is debugging with linux, and then it works on windows. I have thought to add a debuggable-mode for windows. (That is: just execute the code without using the windows-service-listeners) but that was not necessary because I could use Linux for debugging.
The only thing you can't debug is the service-related part, but that should 'just work'. Only keep in mind that a service works with other rights and in a nother default directory.
When you really need to debug using windows, just add 'application.logger.warning('something');' (could be a little bit different, but this is the idea) and check your application-log.