We study the generic initial ideals (gin) of certain ideals that arise in modular invariant theory. For all cases, an explicit generating set is known we compute the generic initial ideal of the Hilbert ideal of a cyclic group of prime order for all monomial orders. We also consider the Klein four-group and note that its Hilbert ideals are Borel fixed with certain orderings of the variables. In all situations we consider, it is possible to select a monomial order such that the gin of the Hilbert ideal is equal to its initial ideal. Along the way, we show that gin respects a permutation of the variables in the monomial order.