Wire up two picos like this
picoprobe wiring

upload this file pico-debug.uf2 to the left pico in the picture using any method from above

Next select the right debugger and run
pico debug

You can also open serial monitor if you want bc uart is passed through

side note: I don’t use picoprobe or openocd. I use this for those who care pico_debug

Don’t have a second pico?

Just upload this file: pico-debug-gimmecache.uf2

Then choose Duo_Core_Debug
duo core debug pic

github: pico-debug

NOTE!!! HAVING stdio_init_all() IN YOUR CODE WILL CRASH THIS DEBUGGER