Teddy Reed of Facebook has a new blog post on using Intel DCI, UEFI Tool, Intel System Studio, and other tools:
TL;DR, if you have a newer CPU & chipset you can purchase a $15 off-the-shelf cable and single-step your hardware threads. The cable is a USB 3.0 debugging cable; and is similar to an ethernet crossover cable in the sense that the internal wiring is crossed. Be careful with this cable as unsupported machines will have undefined behavior due to the electronics of USB.