Not on many microcontrollers, where you have no room for the debugging uart ports. I never had the luxury of gdb on my baremetal firmwares, only via selfwritten simulators or emulators. not qemu, qemu supports nothing. renode or unicorn are pretty good.
I'm not talking about running GDB ON the microcontroller (that's unlikely to be possible in most cases), but instead using OpenOCD (or JLinkGDBServer, or equivalent) to debug the running image via JTAG/SWD using GDB.
