Are there any cases in which the gravitational lensing of a quasar has been observed in both visible light and in radio waves, and if so, is the radio-wave resolution good enough to show that the lensing at these two different wavelengths is the same?
Yes, there are many. One of the first, if not the first was the radio lensed quasar B1938+666, in which a near-IR Einstein ring was reported by King et al. (1998).
The answer to your real question though is not as straightforward as that. Although lensing should be wavelength independent (according to GR), it is not independent of the size and position of the source. The radio waves and optical emission arise from different source sizes and locations. In addition, if you are interested in testing whether the surface brightness magnification is the same, well that relies on knowing the intrinsic source properties; and the radio to optical brightness of quasars varies wildly.