Alex (Antariy) just pointed me to a new version of OllyDbg (http://www.ollydbg.de/version2.html).
The big news: Symbols are back! And they work with ml version 6.14, 6.15 and Jwasm (but not with Masm 9.0)
Command line options needed:
QuoteAssembler: /c /coff /Zi
Linker: /debug
First tests show it's working fine, except that
some local args are not yet recognised by their name.