There is a way around it: create a .h file containing "#define MY_SETTING", and have the Haskell code #include the .h file. The recompilation checker does track .h files:
http://hackage.haskell.org/trac/ghc/ticket/3589
When you want to change the setting, just modify the .h file. Make sure you don't #include the file in source code that doesn't depend on it.
Ahh, I do believe that would work. Actually, I'm not using --make but the build system I am using (shake) can easily track those dependencies. It would fix the inconsistent-flags problem because now I'm not passing any -D flags at all. It's more awkward though, I'm using make flags or env vars to control the defines, I would have to either change to editing a config.h file, or have the build system go rewrite config.h on each run, making sure to preserve the timestamp if it hasn't changed. But that's not really all that bad, and you could argue config.h is more common practice than passing -D, probably because it already cooperates with file-based make systems. I'll give it a try, thanks!