What's best to stick granite backsplash to granite countertop?
Clear, slow (ie, not 5 minute set time) epoxy is what I'd use. Apply masking tape on the countertop exactly at the seam line. Same for the backsplash. Glue and set the backsplash (clamp gently in place), and wipe the joint clean of the excess. (Disposable gloves will be your friend, here, as epoxy is hard to clean.) Pull the tape and wipe the joint one more time. Have whatever recommended solvent on hand for cleanup in case you get any epoxy where it shouldn't be.

My gut feeling is that this sort of setup is usually used against a wall, so they aren't expecting the backsplash to take a lot of abuse. Since you aren't against a wall, be careful in the future. 

I don't think there's a need to rough up the mating surfaces, but it can't hurt.

And since you have a perfectly waterproof joint, I wouldn't bother with caulk.