They may only be able to access your hardware in limited ways. For example, if a hardware "RNG" actually outputs 1,2,3,... encrypted with some key known only to the NSA, that's essentially totally undetectable. But if instead they have the hardware send out extra information over the internet, sooner or later someone will notice and the game will be up.
How does the NSA synchs with your "RNG" is no information is exchanged?
But anyway, if you reasonably believe that your RNG may have been compromised, then you just don't use it.
One of the most interesting debates on Less Wrong that seems like it should be definitively resolvable is the one between Eliezer Yudkowsky, Scott Aaronson, and others on The Weighted Majority Algorithm. I'll reprint the debate here in case anyone wants to comment further on it.
In that post, Eliezer argues that "noise hath no power" (read the post for details). Scott disagreed. He replied:
Eliezer replied:
Scott replied:
And later added:
Eliezer replied:
Scott replied:
And that's where the debate drops off, at least between Eliezer and Scott, at least on that thread.