What seems to work for all tested packages is creating this wrapper
Code:
$ cat /opt/bin/gcc
/usr/bin/gcc -g $*
and adding /opt/bin to the front of the PATH for pkgsrc builds.
Same for g++.
Not elegant, but hey.
I hesitate putting my fancy CFLAGS into this wrapper so that also xli and other non-configure based packages benefit from custom CFLAGS, because some package Makefiles do magic transformations of CLFAGS.