A) did you try running gdb.exe (the PE port of gdb from MingW) ?

B) it's been a long time I didn't try with ddd, but winedbg can act as a gdb remote proxy server
winedbg --port NN --no-start app.exe [args...]

will start winedbg as a remote proxy waiting for the debugger front end to connect to it
ddd (or more likely the underlying gdb) has the ability to connect to the remote gdb proxy
(gdb command is 'target remote localhost NN' --where NN is the port number you've used to start with)

C) there are also some gdb forks to better support Wine

Note that A and B will mostly support the PE side of things; while C can also support the Unix side of Wine