Working in Chrome Canary (25.0.1364.172 m), and using require.js to load scripts dynamically, I can set and use breakpoints on the typescript files:
NB that this only works on code which matches some JS output - so (logically enough) you cannot set a breakpoint anywhere inside an interface definition.
I'm not sure if using require.js for your on-demand script loading is an option. If so, it should fix your problem.