There are several dietary products that try to minimize the calories absorbed in the GI tract. One was a non-absorbable fat, Olestra. The fat just runs through the GI tract with a side effect of diarrhea and occasional worse effects. There are also drugs that keep fat from being absorbed: Xenical, a drug that inhibits intestinal lipase and slows the breakdown and absorbtion of fat. Alli is a low dose of the same drug available OTC.
There are also several types of fiber sold as fat-trappers. It’s not clear whether they work, but they also have the same side effects as fat blockers.
There are other ideas that have been tried. Stimulants like amphetamines work fairly well with some well known side effects. So far, drugs that mess with the regulation of appetite haven’t worked well–the regulation has too many redundant pathways.
Rather than blocking fat, how about using enzymes to breakdown either sugars or fats? The simplest approach would be to use enzymes, I’m sure suitable ones could be found, grown in E. coli, isolated and taken as gel caps. To keep the proteins from getting denatured by stomach acids, a coated or time release capsule could be used. A second step would be to engineer the enzymes to resist digestion–synonomous substitutions and so on. Another possibility would be to express the enzymes as secreted proteins in a gut bacterium–one of the ones that mainly lives in the jejunum. The bacteria could be ingested in pills the way probiotics are.
A more difficult implementation would be to non-protein enzymes to digest sugar or fat. This would be harder to engineer but likely more effective.
Which enzymes? Well, that would take some study. Likely a two or three would be needed to break down the metabolite and then waste any ATP formed.