I found documentation that you can't log directly in your Program.cs file but that it would be possible with a 3rd party library like Serilog. Microsoft Link
After finding out you can't break in your program.cs I tried to add logging to my program.cs. This doesn't seem to be working in Blazor WASM.
I tried it in a DotNet Core WebApi and it works just fine there.
The code I used in both the API as Blazor project:
Log.Logger = new LoggerConfiguration()
.WriteTo.File(@"hello\world\setup.txt")
.CreateLogger();
Log.Fatal("Hello friend!");
To be fair this seems like a bug. I'm looking for a working sample.