With macroscopic objects, the tests you can do will probably be mostly ones involving astronomical observation, since I don't think it's easy to manipulate moving kilogram-mass objects in the lab and observe their behavior with high precision while changing their temperature by big amounts.
For astronomical tests, the answer is going to depend on whether or not you assume that the equivalence principle holds. The following an example of an astronomical test where we assume the equivalence principle does not hold, so that thermal energy has gravitational mass but lacks inertia.
The early universe was dominated by radiation, and that radiation was almost exactly black-body radiation, so it was almost completely thermalized. In a theory where thermalizing energy eliminates its inertia, this would presumably mean that the radiation in the early universe would have been almost entirely without inertia. That would be a radical change to the standard cosmological models. I'm not aware of any test theory such as PPN that could describe this type of behavior, but it seems clear that the the effect on cosmology would be profound. But in fact, cosmology is a high-precision science these days, so such a radical change doesn't seem like it could possibly be reconciled with observation. General relativity isn't compatible with such a picture, but in a rough Newtonian analogy, if you throw a rock upward but the rock has almost no inertia, then it should decelerate much more rapidly than expected. Therefore in a theory where thermal energy is without inertia, we would expect that the early, radiation-dominated universe would have had an anomalous and extremely rapid deceleration of its expansion, but then as radiation ceased to be dominant, the deceleration would have trended toward GR's predictions.
Now here's a test of the hypothesis that the equivalence principle holds but thermal energy isn't equivalent to mass. When two neutron stars inspiral and collide, they're going to convert a huge amount of nonthermal energy into thermal energy -- enough to be comparable to the system's total mass. We observe the gravitational wave chirps from this type of collision, and they're in excellent agreement with GR. Now one of the reasons that gravitational waves are hard to produce is that they're quadrupole radiation. The reason you can't get gravitational monopole or dipole radiation is that energy-momentum is conserved in GR. But if thermalizing energy eliminates its gravitational and inertial mass, then energy-momentum is not conserved. That implies that we should be able to have gravitational monopole and dipole radiation. Those types of radiation would be emitted at rates many orders of magnitude higher than quadrupole radiation, and so should be easy to detect, but that's not what we see.
If we proposed that thermal energy wasn't equivalent to mass, we would also need to spell out how this would play out for a lot of the normal assumptions of physics. Normally we assume that there is Lorentz invariance, and because of that it makes sense to talk about Lorentz vectors, and then it makes sense to say that the energy-momentum vector is conserved, and that this conservation holds in all frames. That whole scenario falls apart if thermalizing energy eliminates its inertia, so I think such a test theory would have to violate local Lorentz invariance. For example, if an object moving at nonrelativistic speeds can change its mass, but you want its momentum mv to stay constant, then its velocity has to change; but in that case an observer in an inertial frame initially co-moving with the object would say that the object had randomly chosen to accelerate in some direction. Since experimental tests of Lorentz invariance have been done to incredibly high precision, it seems like it would be unlikely that anyone could come up with a currently viable test theory that would allow even a tiny inequivalence between the inertia of thermal and non-thermal energy. (I guess you might be able to weasel out of that by saying that previous tests of Lorentz invariance haven't probed thermal effects or something.)