I am trying to measure ATGL activity and have been rather unsuccessful in finding journal articles that contain Methods and Materials that explain how to carry this out. All the papers I've read so far describe expression rather than activity.
I assume you are looking at the HSL; in that case you can measure free fatty acid liberated by enzymatic hydrolysis of a triglyceride emulsion in the absence of heat inactivated serum (creates absence of apoCii). You can use a copper estimating compound after forming copper complex of free fatty acid using Cu(NO3)2. Of course u will have to extract free fatty acids into chloroform. Will try to get a ref for you.