I haven't used hprof, but I do do debugging and troubleshooting in Citrix environments. Things I would check/try are:
- Ensure you're setup as a local admin on the Citrix machine.
- Get the Citrix admin to publish a desktop for you and install VisualVM on the Citrix machine. Then start a desktop session using Citrix Receiver and run VisualVM and the Java app together in the same desktop session.