Opera Mobile 10 has a complete set of tools for development: Just go to this Opera Mobile Widget Emulator article, and download the Opera Mobile emulator. Once it is installed on your desktop, testing and debugging widgets is straight forward. Open the Opera Widget Mobile emulator, click on the settings icon, select “Developer tools” from the menu and “Install widget”. Here you an also set up the remote debugging connection. Read the article for more information.
Opera Mini, unfortunately, does have such helping tools. If you want to test your widget in a semi-real environment, and you are lucky enough to have in your hands a java version of Opera Mini with widget support, install MicroEmulator, load your Opera Mini on it, navigate to your widget and begin to test. For more information you can go to the Vodafone developer portal.