It would be clearer to say "I will mention other issues, especially our debt, in this discussion."
Your sentence is grammatically correct, but it does not have the correct meaning. "To say nothing of" is a phrase used when you are literally not saying anything further about a topic. For example, I could say, "This house is very dirty, to say nothing of your room."
Since it seems you intend to speak about your debt in detail later on, you would be better off avoiding the phrase.
Note: "Import" has a completely different meaning than "importance," which is what you should say when something is important.