People need a pretty solid idea of how the world works before they can tell what's too good to be true.
So, a tentative anti-fraud course would at least include assertiveness training and a history of classic frauds. However, a lot of it would probably be more like learning some wisdom-- things like how to tell how far your competence extends. Just because you're very good at something doesn't mean you're very good at everything. (I've heard that the most common fraud victim isn't an easily pushed-around old woman, it's a self-made man.) I suppose part of it is learning to be suspicious enough to do careful research if people are trying to scare or flatter you.
And there's the subtlety of having enough self-assertion to not be buffaloed by a fraudster, and enough humility to hear it when your friends and family are correctly suggesting that you're out of your mind. And self-assertion again if your friends and family have fallen for an affinity scam.
Actually, anything that's called fraud-proofing is presumably overstating what it can do, but it's should be possible to improve the odds. And I wish this kind of thing was taught in high school.