Unfortunately not. I have that checkbox checked and although I can debug the cooked game with respect to our project’s source code and I can see engine functions in the callstack, I still can’t step into engine source nor put breakpoints within engine functions.
It seems that maybe the issue is not in missing symbols entirely but just that in that the way the build tool assembles the non-editor exe it skips adding or can’t add links to the original engine symbols / source.