Here is what happens when combining --with-pydebug and --without-pymalloc:

gcc -pthread -g -O0 -Wall -Wstrict-prototypes   Parser/acceler.o Parser/grammar1.o Parser/listnode.o Parser/node.o Parser/parser.o Parser/bitset.o Parser/metagrammar.o Parser/firstsets.o Parser/grammar.o Parser/pgen.o Objects/obmalloc.o Python/dynamic_annotations.o Python/mysnprintf.o Python/pyctype.o Parser/tokenizer_pgen.o Parser/printgrammar.o Parser/parsetok_pgen.o Parser/pgenmain.o -lpthread -ldl  -lutil -o Parser/pgen
Parser/tokenizer_pgen.o: In function `tok_new':
/home/antoine/cpython/default/Parser/tokenizer.c:115: undefined reference to `_PyMem_DebugMalloc'
Parser/tokenizer_pgen.o: In function `new_string':
/home/antoine/cpython/default/Parser/tokenizer.c:152: undefined reference to `_PyMem_DebugMalloc'
Parser/tokenizer_pgen.o: In function `PyTokenizer_FromUTF8':
/home/antoine/cpython/default/Parser/tokenizer.c:799: undefined reference to `_PyMem_DebugMalloc'
Parser/tokenizer_pgen.o: In function `PyTokenizer_FromFile':
/home/antoine/cpython/default/Parser/tokenizer.c:819: undefined reference to `_PyMem_DebugMalloc'
/home/antoine/cpython/default/Parser/tokenizer.c:831: undefined reference to `_PyMem_DebugMalloc'
Parser/tokenizer_pgen.o: In function `PyTokenizer_Free':
/home/antoine/cpython/default/Parser/tokenizer.c:849: undefined reference to `_PyMem_DebugFree'
/home/antoine/cpython/default/Parser/tokenizer.c:856: undefined reference to `_PyMem_DebugFree'
/home/antoine/cpython/default/Parser/tokenizer.c:858: undefined reference to `_PyMem_DebugFree'
/home/antoine/cpython/default/Parser/tokenizer.c:859: undefined reference to `_PyMem_DebugFree'
Parser/tokenizer_pgen.o: In function `tok_nextc':
/home/antoine/cpython/default/Parser/tokenizer.c:928: undefined reference to `_PyMem_DebugFree'
/home/antoine/cpython/default/Parser/tokenizer.c:936: undefined reference to `_PyMem_DebugRealloc'
/home/antoine/cpython/default/Parser/tokenizer.c:939: undefined reference to `_PyMem_DebugFree'
/home/antoine/cpython/default/Parser/tokenizer.c:941: undefined reference to `_PyMem_DebugFree'
/home/antoine/cpython/default/Parser/tokenizer.c:949: undefined reference to `_PyMem_DebugFree'
/home/antoine/cpython/default/Parser/tokenizer.c:957: undefined reference to `_PyMem_DebugFree'
/home/antoine/cpython/default/Parser/tokenizer.c:973: undefined reference to `_PyMem_DebugMalloc'
/home/antoine/cpython/default/Parser/tokenizer.c:1008: undefined reference to `_PyMem_DebugRealloc'
Parser/tokenizer_pgen.o: In function `PyTokenizer_FindEncodingFilename':
/home/antoine/cpython/default/Parser/tokenizer.c:1753: undefined reference to `_PyMem_DebugMalloc'
Parser/parsetok_pgen.o: In function `parsetok':
/home/antoine/cpython/default/Parser/parsetok.c:179: undefined reference to `_PyObject_DebugMalloc'
/home/antoine/cpython/default/Parser/parsetok.c:193: undefined reference to `_PyObject_DebugFree'
/home/antoine/cpython/default/Parser/parsetok.c:199: undefined reference to `_PyObject_DebugFree'
/home/antoine/cpython/default/Parser/parsetok.c:217: undefined reference to `_PyObject_DebugFree'
/home/antoine/cpython/default/Parser/parsetok.c:275: undefined reference to `_PyObject_DebugMalloc'
/home/antoine/cpython/default/Parser/parsetok.c:288: undefined reference to `_PyObject_DebugMalloc'
/home/antoine/cpython/default/Parser/parsetok.c:292: undefined reference to `_PyObject_DebugFree'
/home/antoine/cpython/default/Parser/parsetok.c:297: undefined reference to `_PyMem_DebugFree'
Parser/pgenmain.o: In function `getgrammar':
/home/antoine/cpython/default/Parser/pgenmain.c:111: undefined reference to `_PyObject_DebugFree'
Parser/pgenmain.o: In function `PyOS_Readline':
/home/antoine/cpython/default/Parser/pgenmain.c:143: undefined reference to `_PyMem_DebugMalloc'
/home/antoine/cpython/default/Parser/pgenmain.c:156: undefined reference to `_PyMem_DebugRealloc'
collect2: ld a retourné 1 code d'état d'exécution
make[1]: *** [Parser/pgen] Erreur 1
make[1] : on quitte le répertoire « /home/antoine/cpython/default »
make: *** [Include/graminit.h] Erreur 2

"make clean" fixed the build. Sorry for the noise.