Thanks for responding @Kit-Bishop.
Yeah, I was aware of the tri-state (< >, <M>, <asterisk>) marking in menuconfig. I was careful to select the <*> version. Also, running make following my selections succeeded, and resulted in the set of expected .bin files (in bin/ar71xx/).
I have two clones of the source code. One stock/unmodified and one modified to include gdb (and a few other modules). Comparing the sizes for the onion images from each show the exact same size, leading to my suspicion that I'm not actually changing anything by modifying the build via menuconfig.