Short of patching Chrome Dev Tools to support stepping through Coffeescript itself, not sure how to fix that.
For something like CoffeeScript, you'd probably have a debug compilation mode where each line of generated code is annotated with comments containing line numbers or full lines of code from the original CoffeeScript source code. It wouldn't be as convenient as a true source-level debugger for CoffeeScript, but it should suffice.
That said, I'd love to have a true solid debugger. The browser vendors (starting as soon as Firefox 4, perhaps) have plans to add better support for compile-to-JavaScript languages.
https://bugzilla.mozilla.org/show_bug.cgi?id=618650
http://intertwingly.net/blog/2010/11/25/Hobgoblin-of-Little-...
That are great news, Do you thing we will see many new languages that compile to JS in the near future?