just specifying the port and the command at the OpenWrt device: gdbserver :9000 collectd -f
using the wrapper script in OpenWrt buildroot to launch the debugging and also provide the path to the unstripped binary in staging_dir: ./scripts/remote-gdb 192.168.1.1:9000 ./staging_dir/target-mips_34kc_musl-1.1.11/root-ar71xx/usr/sbin/collectd