Set a breakpoint on malloc_error_break() by opening the Breakpoint Navigator (View->Navigators->Show Breakpoint Navigator or ?8), clicking the plus button in the lower left corner, and selecting "Add Symbolic Breakpoint". In the popup that comes up, enter malloc_error_break
in the Symbol field, then click Done.
EDIT: openfrog added a screenshot and indicated that he's already tried these steps without success after I posted my answer. With that edit, I'm not sure what to say. I haven't seen that fail to work myself, and indeed I always keep a breakpoint on malloc_error_break set.
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