Is there any evidence for consumer utility-maximising behaviour, at individual or market level?
Since utility by definition measures something very innate or subjective, it is difficult to obtain any non-experimental data on it. Hence researchers focus on choice, which is something observed in practice. This is where WARP, GARP and SARP comes in. Of which, GARP is the most relevant.
Any data generated by a utility maximising agent (with well behaved preferences) will satisfy GARP. The converse is true as well through Afriat's theorem - for any data satisfying GARP, there exists a utility function that rationalises it.
Note that it is difficult to study aggregate demand for such conclusions as well. The Sonnenchein-Mantel-Debreu Theorem basically kills any predictive power in this regard. So I would suggest you look up papers that empirically test GARP from choice data. Here's one such paper: Echenique et al
P.S. Mentioning @MichaelGreinecker here since I just noticed his comment that gave the same answer. :)