TEM and HRTEM show lattice fringes where you can clearly observe heterojunction. But I think XPS is also required which will show a clear shift in the XPS specta of metal before and after heterojunction.
Yes, as Sayan said, the most confirmative test of heterjunction formation would be the current-voltage measurement. If the sample is in powder form, you can prepare a thin pellet and put some kind of Ohmic contact to measure I-V characteristic. The frequently used evaporated gold (Au) contacts will not serve as Ohmic contact for your sample. You can just try graphite paint as contact or usa a mercury (Hg) probe.