Using the instructions here worked for me.
I created a .NET Core console project using the latest VS 2019, changed its project settings to be .NET Core 5 (it's created as 3.1).
On the Pi (a 3B which already had the prerequisites installed to have an SSH connection), I downloaded .NET Core 5, followed the installation instructions on that page and checked that dotnet ran.
I copied over the built .net5.0 project binaries from Windows to my Pi using WinSCP.
Using the Pi, I determined that the console DLL could be run by dotnet MyCodeName.dll.
While the code is running (I'd stuck a Console.ReadKey() line in), I could attach with the VS debugger using the instructions given.
It's a slight faff compared to the relatively seamless experience of native code, but it worked.