Start here. This is the direct spoken answer to practice first.
Why this question matters
This is a quality-of-ownership question. Debugging evidence can become a security incident if the team treats dumps as ordinary logs.
A memory dump can contain passwords, tokens, connection strings, user data, request payloads, and business data that happened to be in memory. I would treat dumps as sensitive artifacts. That means restricted access, secure storage, short retention, and deletion after analysis. I would also avoid collecting dumps casually from every instance when a smaller, targeted capture is enough.