I believe that both are correct but there's a difference in meaning. 'in' suggests that it was amazing of him to do that (perhaps because nobody expected him to do that) whereas 'at' simply says how good/amazing he has been at doing that.
New words, one handy idiom, and a 2-minute quiz — delivered to your inbox to keep your streak alive.
TomJHello, Can't we just say 'He is/has been amazing doing that'?It didn't sound idiomatic to me before, and it doesn't sound any better with this one either.