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Vladimir_Nesov comments on POSITION: Design and Write Rationality Curriculum - Less Wrong
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Martial arts masters and psychotherapy gurus could say the same. Instead of sunk costs you could teach newbies to notice post-colonial alienation or intelligent design, and sure enough they'd get better at noticing that thing in their lives. I hear scientologists do lots of exercises too. Maybe creating exercises before measures is a positive expected value decision, but I wouldn't bet on that.
"Sunk cost" is a pretty well-defined idea, we can reliably figure out whether something is a sunk cost, and whether a decision commits sunk cost fallacy, by checking whether the decision controls the amount of lost value and whether the (immutable) amount of lost value controls the decision. Skill at noticing sunk cost fallacy would then be ability to parse such situations quickly/automatically.
Testing effectiveness of training a skill is easier than testing usefulness of the skill, and I think figuring out how to train people to avoid a list of fallacies or to find correct decisions of standard kinds faster and more reliably is a reasonable goal, even if practical usefulness of having those skills remains uncertain.