I had an application which runs only in full screen mode, disables almost all shortcut keys and exits if you try to minimize it. Running a local debugger is straight forward step but sadly no access to it once application has started (full screen).

Remote application debugging with WinDBG helps:

1. You need two machine. Let's name them "server" & "client". Server is where our application would run and client from where we would access it remotely.

2. On server machine, open windbg, attach application to it. Do not run the application.
.server npipe:pipe=pipename
and hit enter. Mind it, do not run application.

3. On client machine, open command prompt first and type:
net use \\Server_IP\ipc$ /user:UserName
and hit enter, enter password for user. If you have username-password configured on 'server', this step is mandatory

4. On client, open Windbg now.
Go to File>Connect to Remote Session
For Connection String enter
npipe:server=Server_IP, pipe=PipeName
'pipename' on server & client must be same.

....and that's it. From client machine you would be controlling server application.
Enjoy debugging!