Yes, an If statement within the loop like
Code:
If i = 8000 Then
  debug.print i
End If
would allow to set a breakpoint to the debug.print i and let the loop run.
But I think setting a breakpoint after the Next does neatly. Why would you stop after 800 deletes and then go on single stepping. The deletes will work to the end, sure.
So you can resume single stepping after the loop.