Dietrich was born with her cheekbones. She'd discovered, in part, how to accentuate them while she was still making silents for UFA. If you look at stills from "Princess Olala", "I Kiss Your Hand Madame" or "The Woman One Longs For" you can see the famous Dietrich face beginning to emerge. They did put her on a diet and make her slim down and be more Americanized when she got to Hollywood, but they did that to everyone. Look at some shots of Garbo when she first got off the boat and then later on. They fixed her teeth and her hairline and slimmed her down too.
Just something to think about--in most of the Dietrich-von Sternberg collaborations, there is a strong masochistic theme. In some of the films, there is an older man, who strongly resembles von Sternberg (for example, Adolphe Menjou in "Morocco", Lionel Atwill in "The Devil is a Woman") who is humiliated by the Dietrich character. It's as though he's using the films to play out his relationship with Dietrich.
I've heard the same story about Joan Crawford with the removal of the back teeth. So who knows? Maybe they all had it done!