Actually, besides the Drukpa Kunley incarnation writing about Dorje Shugden, I have not heard any other Kagyu lamas talking about Dorje Shugden. I am sure there might be pockets of Shugden practitioners due to the influence of the teachings of this important lama but there doesn't seem to be a trace of it today.
It would be neat if the Karmapa did actually practice but that would be unlikely in the near future. Perhaps, when Dorje Shugden becomes huge later and the ban on Dorje Shugden is down, then it would be a possibility that the Karmapa might adopt it within the Kagyu tradition or that he has a vision or even a lama might bestow upon him. From Dorje Shugden side, it doesn't really matter and from the Kagyu side, they already have their own protectors. However, incorporating Dorje Shugden might be able to invigorate the lineage. That's just my thoughts on the matter.