Yes, actually LOTS of proteins have already been sequenced in many different organisms, and the more related phylogenetically those organisms are, the more similar the corresponding proteins. You may go to the National Center for Biotechnology Information and see for yourself. Or you can work in a lab and sequence some proteins yourself, or just ask to see how people in such labs work.
Even more, we already know some proteins evolve fast, other slowly. Even more, some parts of proteins evolve faster than other parts, and that's related with the function that each part does.
But really, do you think biological evolution still needs to be "tested"? What about Newtonian physics? What about Einsteinian physics? What about the Periodic Table of Elements? Is it because of religion that you accept most physics and chemistry of the last 150 years, but not the main biology from the same period?
So you want an example?
Here is the insulin from Pan troglodytes (common chimpanzee):
malwmrllpl lvllalwgpd pasafvnqhl cgshlvealy lvcgergffy tpktrreaed lqvgqvelgg gpgagslqpl alegslqkrg iveqcctsic slyqlenycn
Here is the insulin from Homo sapiens (humans):
malwmrllpl lallalwgpd paaafvnqhl cgshlvealy lvcgergffy tpktrreaed lqvgqvelgg gpgagslqpl alegslqkrg iveqcctsic slyqlenycn
As you can see, they're very similar, except for a few letters (each letter represents a single aminoacid).
Now let's take a more distant animal, let's say, a pig (Sus scrofa):
malwtrllpl lallalwapa paqafvnqhl cgshlvealy lvcgergffy tpkarreaen pqagavelgg glgglqalal egppqkrgiv eqcctsicsl yqlenycn
Can you see there are more differences now?
The National Center for Biotechnology Information is free for you to research any protein you like, from any organism you like. As I said, there are probably millions, maybe billions, of proteins already sequenced. You can find out which aminoacids became different in the course of evolution, but you cannot come back in time to sequence the animals that lived millions of years ago. But one thing you can do is to search Google for "evidences of evolution" or buy books about basic Evolutionary Biology. I can suggest some if you want.