To use the XMC series CPU from Infineon. You need a tool to debug or program the CPU. A cheap way to build a J-Lite Lite debug tool to program the CPU or debug is described here.
The Cheap J-Link Lite could be made based on XMC1400 Boot Kit or KIT_XMC13_BOOT_001 from Infineon. It cost $24.00 on Mouser or Digikey. As shown in Figure 1, the kit includes two-part, J-Link lite (Left) and CPU card (right). So the left part is the cheapest J-Link Lite I can find on the market.
Figure 1 XMC 1400 Boot Kit
Before you design your own board use XMC CPU, you should decide how to program your CPU on board. Please see another doc about the BMI set for XMC CPU. Usually you can use two wires or one wires interface. For the two wires interface, you need SWDCLK and SWDIO two pins of CPU. For the one wire interface, you need only SPDIO. When you debug your CPU, you need connect these pins to J-Link Lite. The connector on J-Link lit form the book kit is show in Figure 2.
Figure 2 Connector on J-Link lite