TL; DR: as of last update for OS X 10.11 / Instruments.app 7.1, you can't really create meaningful CPI Flame Graphs on OS X because of bugs in Apple's tools, both GUI and command-line. There are some alternatives and workarounds; for an alternative to a CPI Flame Graph, Instruments.app might be good enough. I sent 6 bug reports to Apple, and 5 of them got marked as duplicates; so maybe some Instruments post-7.1 will get good enough to allow the data extraction needed for real Flame Graphs. I have been trying to generate Brendan Gregg's Cycles-Per-Instruction Flame Graphs on OS X (10.10), mostly to check cache-related CPU stalls. However, after working on it for a good while, it's looking to me like the given method is somewhat shaky, and the same or better insights about the code can be gotten more easily; partly thanks to Instruments.app, … a nd partly in spite of Instruments.app.
Running away from the comfort zone