I have done an analysis.
It would cost about $5000 to perform a supply chain on a Coldcard at most, and that is the fixed cost. The per device cost is something like $25.
There are multiple vectors to conduct a supply chain attack on a Coldcard and there are no defenses possible against it.
The secure elements used have been proven over and over again to be vulnerable to 2-decade old attacks.
I may publish a proof of concept once I have time to waste on this crap and I am done with nostr.land and a few other projects.