-dbg packages never shipped full binaries (with a few exceptions for unusual libraries); they always shipped detached debug symbols. This change just makes them automatic and puts them in a separate archive.
> dh_strip --dbg-package=nginx-$(*)-dbg
Which is the exact same command I use in my rules file. But instead of giving me a -dbg package with symbol files debuild gives me a -dbg package with the unstripped binary. Not sure what I am missing. I am following the DebugPackage guide on the Debian Wiki[1].
Also, make sure that you build with debug symbols enabled in the first place; the default CFLAGS should do that.