To find the best way to debug a synatra application, I created a repo on github. The most useful part is the step into the debug method, which looks below.

Here is the repo: https://github.com/hlee/sinatra_debugger_example
I also confirmed that this example supports shotguns. try as below
cd sinatra_debugger_example bundle shotgun config.ru
and visit: http://localhost:9393
, you can use debugging and stepping pry.
About the debugger and pry:
- The sample project supports both debugger and pry.
- I personally understand better.
Hope this helps you.
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