In December last year, OpenEmbebbed introduced automatic debug packages. Prior to that, you’d need to manually construct FILES_${PN}-dbg variable in your recipe. If you need to retain manual control over precisely what does into debug packages, set an undocumented NOAUTOPACKAGEDEBUG variable to 1, the same way Qt recipe does:
NOAUTOPACKAGEDEBUG = "1"
FILES_${PN}-dev = "${includedir}/${QT_DIR_NAME}/Qt/*"
FILES_${PN}-dbg = "/usr/src/debug/"
FILES_${QT_BASE_NAME}-demos-doc = "${docdir}/${QT_DIR_NAME}/qch/qt.qch"
P.S. Knowing this would have saved me and my colleagues days of work.