In this paper, the authors looked at purchases at nine grocery stores that are mainly frequented by Native Americans and nine grocery stores that are mainly frequented by Whites (or maybe just non-Native Americans) and looked at differences in purchasing behavior between them. They find that Native Americans do place a higher "dynamic shadow price" on protein, lending some support to the thrifty gene hypothesis. Now, I'm not saying this is water tight evidence or that there aren't issues with their analyses (or that I even understand everything they did), but I think their overall method is awesome.
Native American Obesity: An Economic Model of the "Thrifty Gene" Theory
Timothy J. Richards, Paul M. Patterson
American Journal of Agricultural Economics, August 2006, 88 (3), 542–560.
Abstract: Native American obesity is hypothesized to result from three potential causes: (1) a genetic predisposition, or the "thrifty gene," (2) a rational addiction to nutrients, and (3) dietary adjustment costs. These hypotheses are tested using a two-stage household production approach and scanner data from a panel of Native and non-Native supermarkets. Nutrient intake for both groups is strongly influenced by adjustment costs. Native Americans tend to place higher implicit valuations on protein relative to fats and carbohydrates compared to non-Natives. Consequently, reductions in real carbohydrate prices over time may be a cause of high incidence of Native American obesity.