A quick and failproof method I use is a small (3-12VDC) voltage source and a resistor in series, then I touch the LED leads to that combination. If it doesn't light up, reverse it. If it still doesn't light up, it's probably a dud. Once it lights up, cut one lead shorter so it matches the new LEDs (anode=longer) and install it. The flat side on some LEDs is often hard to see and even harder to feel, and I've had LEDs made incorrectly where the flat side was not the cathode. You can also check all those junque-box LEDs with equal lead lengths before use.

With all the built-in test features incorporated into most QRP Labs kits, something to test the LEDs before installation seems rather easy. Also, turning on all LEDs and flashing them in a particular sequence at power-up (red, yellow, green for example) would be a cute feature for a future firmware revision.