I did and it was the worst mistake of my life. Now I am engaged to someone who shares my values and I am 1000x happier. YMMV.
That said, I suppose it's possible to make it work, but I would propose a few caveats based on my own experience (while I can't claim total objectivity, the INTJ in me is usually pretty good at trying!):
1. If you are both pretty young (say mid 20s or younger), I would strongly advise against marriage until you have been in a committed relationship for at least a few years and genuinely think you are on the same page and OK with your divergent financial habits. At 32, I only feel like I've truly begun to internalize my own values over the past couple years. I know it's possible to do this earlier, but then again, I also felt pretty damn sure of myself when I was 25 and justifying away my toxic relationship.
2. I am a strong supporter of merged finances, but in this instance, I suspect separate finances is almost mandatory.
3. Extremely frank and open communication is key. They need to know in no uncertain terms that you will be retiring years, maybe decades before them, that you expect them to pay for their own consumerist desires 9 times out of 10, and so forth. Personally, if I were to try this again (which I wouldn't), I would err on the side of making them believe I will compromise less than I actually would. They need to be OK with the fact that you won't be going out to dinner with them often and/or expect them to pay when you do (or go on fancy vacations, etc.).
4. Despite being spendy, they absolutely must abhor consumer debt as much as you do. If they think carrying credit card balances is OK, that's a deal breaker. They also must believe in saving at least a little, if only to achieve the traditional retirement age.
5. You also need to have a retirement plan that's compatible with their non-retirement plan (like the example given below regarding a desire to travel extensively, or not).
Just my 2c. I view "mustachianism" as a core value, and relationships that are built on a foundation of differing core values are almost always shaky.