Sorry, this is not supported yet, although we are researching Valgrind support and will be adding some level of integration with it into VisualGDB 5.3.
This feature is scheduled after the integration with the CMake server, so we would expect a preview build with this feature early this Summer.
It is based on a completely different technology than the embedded profiler, so many of the functionality will be different. Our best advice would be to wait for the first preview build with this feature and then send us your feedback if you find anything to be counter-intuitive or inefficient.