Although automatic dialogue tutors hold great potential in making education personalized and more accessible, research on such systems has been hampered by a lack of sufficiently large and high-quality datasets. However, collecting such datasets remains challenging, as recording tutoring sessions raises privacy concerns and crowdsourcing leads to insufficient data quality. To address this problem, we propose a framework to semi-synthetically generate such dialogues by pairing real teachers with a large language model (LLM) scaffolded to represent common student errors. In this paper, we describe our ongoing efforts to use this framework to collect MathDial, a dataset of currently ca. 1.5k tutoring dialogues grounded in multi-step math word problems. We show that our dataset exhibits rich pedagogical properties, focusing on guiding students using sense-making questions to let them explore problems. Moreover, we outline that MathDial and its grounding annotations can be used to finetune language models to be more effective tutors (and not just solvers) and highlight remaining challenges that need to be addressed by the research community. We will release our dataset publicly to foster research in this socially important area of NLP.