"The proof is in the pudding" or "The proof of the pudding is in the eating". It´s not rude. We use it a lot in the UK. It´s used when something is going to happen but you don't know the outcome. But you'll be able to judge for yourself afterwards. An example from a work situation: There is something that you think will be a problem, but you don't know until it happens. So you need to wait and see what the outcome is. The proof is in the pudding.

I agree with Margo. 'The proof is in the pudding ' is a common saying, and isn't rude at all. It means that you'll only find out whether something is good or bad if you try it, and wait and see what happens. The full saying is 'The proof of the pudding is in the eating'. In other words, you need to eat the pudding to know whether it's good or not. Everyone knows this, but it's mainly older people who use it. As it's a traditional saying, I suspect that it is also known in the US, at least by older people.

I have never heard it in American English and have no idea what it means. So, to answer your question about whether it's "usual" - I would say that here in USA it's not.

"PROOF in the pudding". Originally it means you have to eat the pudding to see if it tastes good or not. So now it means "asbolute proof". "If you want to know all about it, go and ask him. That's your proof in the pudding".