We just added new database-scoped configuration options that will help with monitoring performance of natively compiled stored procedures. The new options XTP_PROCEDURE_EXECUTION_STATISTICS and XTP_QUERY_EXECUTION_STATISTICS are available now in Azure SQL Database, and will be available in the next major release of SQL Server. These options will improve your monitoring and troubleshooting experience for databases leveraging In-Memory OLTP with natively compiled stored procedures.
After enabling these options, you can monitor the performance of natively compiled stored procedures using Query Store, as well as the DMVs sys.dm_exec_query_stats and sys.dm_exec_procedure_stats. Note that there is a performance impact to enabling execution statistics collection, thus we recommend to disable stats collection when not needed.
That last sentence is important: there’s an observer effect which slows down execution of natively compiled stored procedures, and considering that you’re implementing them specifically for the speed, that’s fairly unwelcome.