P.S, The reason is that my program use many small 3rd party helper functions that appear as hotspots. I would like to get a better idea about what happends in each of my functions that use those helper functions.
Unfortunately, it's not possible to strictly correlate results of sampling collection and call graph collection in VTune. In your case you might find useful the Hotspot analysis of Parallel Amplifier (part of Intel Parallel Studio), which provides a list of hottest functions with their call stacks. Amplifier also provides a Top-Down Call Tree window which would help to analyze the function calls from their roots.