Has there been some research on culturalness of thinking errors?

That would be a part of the whole Nature vs. Nurture debate, wouldn't it? I think it would be very hard to prove that any given thinking error is biologically hardwired (as opposed to culturally); and even if a bias is biologically hard-wired, an opposing cultural bias might be able to counter that.

Many people are largely exposed to only a single culture; widespread, pervasive errors in that culture would, I expect, be indistinguishable from hardwired biases.