cmake -g flag not generating 'DWARF with dSym file' debug information

Question

I'm using cmake to generate a C++ Xcode project, but the debug information never gets generated. I have to manually select 'DWARF with dSym file' from the build setting every time I have generated the project with cmake.

Using 'SET (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -g")' makes no difference.

I'm also pretty sure it used to work correctly with XCode 6 (now using Xcode 7)