That info is available in the VirtualDiskFlatVer2BackingInfo object in the thinProvisioned property.
The following script scans through all your VMs and all their devices and will list any thin provisioned disks.

Get-VM | Get-View | % {
	Write-Host $_.Name
	foreach($dev in $vm.config.hardware.Device){
		if($dev.GetType().Name -eq "VirtualDisk"){
			if($dev.Backing.ThinProvisioned){
				Write-Host "`t" $dev.DeviceInfo.Label "ThinProvisioned"
			} 
		}
	}
}