Update to the new VS 2017
In Visual Studio 2017 15.3.5 and later, we can use SourceLink support to debug core Core Core and ASP.NET Core components.
To enable source code support, disable Include only my code and enable Enable source link support . Then turn on Microsoft Symbol Servers. 
The answers of the winners work well with vs 2015. For those who are looking for a solution compared to 2017,
In vs 2017 there is no global.json availble.So instead of adding the path to the folder in global.json you need to add a link to the project and rebuild.
All the others mentioned in the Victors article work the same way as with 2015.
It is important that the git hub tag and nuget package matches have the same version.
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