The problem is that uBoot starts with MMU and D-Cache enabled.
target state: halted
target halted in ARM state due to debug-request, current mode: Supervisor
cpsr: 0x40000193 pc: 0x8ff9ab24
MMU: enabled, D-Cache: enabled, I-Cache: enabled
What I did was stop the boot at uBoot prompt and hit the command:
dcache off
After that, when I halt the cpu using gdb+openOCD I get:
target state: halted
target halted in ARM state due to debug-request, current mode: Supervisor
cpsr: 0x40000193 pc: 0x8ff9ab24
MMU: disabled, D-Cache: disabled, I-Cache: enabled
At this point I can load the kernel (vmlinux) and debug using break points with no problem.