I know that a Python script can be debugged from the command line with
python -m pdb my_script.py
if my_script.py is a script
Python 3.7 adds that feature
From the docs, it looks that your command:
python -m pdb -m my_module
will start working on Python 3.7:
New in version 3.7: pdb.py now accepts a -m option that execute modules similar to the way python3 -m does. As with a script, the debugger will pause execution just before the first line of the module.