Yes, that's very helpful for debugging with the default build/runtime development system Casey setup.
I'm building a bit differently. Since asset loading is a runtime thing, it works just as well if the assets are placed in the build tree, which is where they are going to go anyway on release. Doing this amounts to be the same thing as keeping a "data" directory in your source tree, but it enables you to run the executable directly from the commandline or file explorer as well as from within the debugger - just like a user would do with a released product.
So, for reference, the discussion of asset loading also covered is in several different places on top of Day 1, which you mentioned.
Day 15 (start)
Day 35 (2:30)
Day 131 (start)
It's likely this topic will be dealt with again when Casey's build system is revised to make a release candidate.
The asset zipfile is separate from the source code zips, and I initially found that confusing because of its name (e.g. test_assets) which led me to think they were a bundle of unit tests, and not critical to program execution.
I'm finding if you want to load a new source tree every day, it's a bit easier to setup your assets in a single absolute location that does not change from day to day, independent of whatever source tree you happen to be using.
Right now I just have them in the build directory, and rename whatever source tree I am compiling from to "handmade". When I build a new source tree, the binaries get refreshed, but the assets stay the same.