I don't know how to get WinUAE to do what you're asking, but unless your tools are only available for Amiga and refuse to run on the PC-side using Amitools, then you could cross-developing:
I use vbcc, vasm, and vlink to do all compiling, assembling, and linking on my Mac. On the Amiga side, in the emulator, I have a simple program that automatically runs the executable from a shared directory-based hard drive after each build.
In practice it means I just press Cmd+B in the editor, and a second later the program pops up in the emulator.