The trouble with trying to prove it is simply that the sceptics wouldn't be happy with someone passing some tests - it's only natural that people want an explanable / reasoned theory as to how it works - and that's where it all gets difficult.
I disagree. The way science usually works is to prove that an effect is real first, and then worry about explanations later. We still don't really understand how gravity works, but that doesn't stop anyone from believing in it. If you really can do what you say, then proving the effect is real should be perfectly straightforward.
And yet whenever anyone has made similar claims in the past, they are always mysteriously unable to perform under controlled conditions. Either the magic goes away when you look at it carefully, or it was never really there to begin with.
Believe me, I've heard a lot of anecdotes about miraculous dowsing abilities (among other things - see also ESP, telekinesis, precognition, UFOs, bigfoot, etc, etc...). So why does it never work in a controlled test?
As crazyclimber said, if I had a good reason to try & prove it I would, but as it is I'm happy knowing I can do it when I need to.
So you're not at all curious about this miraculous ability which defies all known laws of physics? If somebody told you they could fly by flapping their arms but they weren't interested in proving it, would that strike you as reasonable?