Marc,
I answered this to some extent in posts #59 thru 60 in this thread. But that's a short answer. Truth is, I'd never shoot a brick wall first, or rely on it alone.. To see if you have an amount of de-centering that matters is usually pretty easy because it is visible in normal shots, sometimes immediately so. But if I see it either mildly or ambiguously, I shoot well known scenes at near, mid, far mid and infinity distances and compare them to a database in my head of how other lenses do in that scene on that sensor size at that aperture. For example I have a hillside scene which a map will show you has a horizon that looks about flat but which actually has some varying depths in it; but the RX-1 tells me that at f2 on a full frame sensor, the far ridge line can all be rendered in good focus by a 35mm lens.
And yes, I do often lock the body down and then try another lens or two. However, it is only valid with copies of the same lens and even then, the field effects can mean that the exact point of focus can make even the same lens look ok in one frame and not in another.
These things are made more complicated by the fact that field curvature can come and go as a factor at differing distances and apertures and by issues of how the planes of a scene intersect that curved field. This and the effects of focus shift can make the detective work tricky.
I also often use parallax to help me get as close to 'true' to a subject as possible. That's a bigger subject.
But in general it is simple: if, when closed down a stop, a lens consistently renders scenes softer on one side than the other, it's a suspect. I then interrogate it until it cracks.
My current 55 f1.8 is pretty good, I class it a keeper for sure. My current 35 f2 is marginal and might get swapped out. I have a zeiss 21mm f2.8 for my d800e that I should have swapped out and didn't and I regret it. It's hard work, but if you end up with a stable of lenses you trust (and which you don't feel guilty about when you eBay) then it is worthwhile!
De-centering is like pornography: I know it when I see it!