Visual Studio can attach to a running process and debug it. At this writing, I have no idea how this works, but I can tell you how to make it do something you might want. Start the NUnit GUI if it isnt already running. Select the Visual Studio menu item Debug/Processes. This will bring up a Processes window:
Scroll to find nunit-gui.exe, click it, and press Attach. This will bring up a window that looks like this:
Select Common Language Runtime (at least), press OK, and close the Debug Processes window. Now you can set a breakpoint in Visual Studio, go to the NUnit GUI, run a test, and, badda-bing badda-boom, youre at your breakpoint.
Using this technique, if you rebuild your app, the connection to the NUnit process is broken, so youll have to reset it.