OpenOCD - provides a GDB Server that can be used with a number of debuggers (http://openocd.org)
NOTE: On macOS do not use the default version of OpenOCD provided by homebrew, this is not compatible with releases V0.2.4 and newer. You can either install from source using homebrew (brew install open-ocd --HEAD) or the packages from https://github.com/gnu-mcu-eclipse/openocd/releases will also work. Some linux versions and Windows may also need a more up-to-date version of OpenOCD from the gnu-mcu-eclipse releases.
Parts of this extension are based upon Jan Jurzitza's (WebFreak) code-debug extension (https://github.com/WebFreak001/code-debug). His project provided an excellent base for GDB MI parsing and interaction.