Debug C++/CLI DLL loaded dynamically

I'm trying to debug a mixed C++ Solution. The startup project is a native EXE which load dynamically (LoadLibrary) a C++/CLI DLL (the other solution project).
The Debug "working folder" for both projects is the EXE output folder, where I copied the DLL and its PDB.
The DLL exports a native class which use internally a managed object.
When I run the program into the debugger I arrive at:

INT MyNativeClass::Init(){return m_ManagedObj->Init();}

If I put the breakpoint on it, the DBG doen't step into the m_ManagedObj->Init().
I change both projects DEBUG properties "Debug Type" to "Mixed":

• Right Click on the project and select "Properties"
• Navigate to Configuration Properties -> Debugging
• Switch Debugger Type to Mixed

But it seems to not have effect.
What else can I look?

Regards,
Daniele.