This means gdb-rsp-mon is probably not suitable for microcontrollers with built-in RAM/ROM or any processor with about 64kB of address space. Fortunately, the GNU tool set does not support many of such platforms anyway (with the exception of the Atmel AVR line microcontrollers, but they have their own specialized tools). Most modern architectures supported by GNU tools have 32-bit address busses anyway, and memory is getting cheap enough.
Note that gdb-rsp-mon is not host-platform-dependent. This means you can use any host platform capable of supporting the GNU tools. For creating the monitor code, however, I do recommend using a Unix-like operating system due to filename conventions.