Ok. This is going way above and beyond what we do with them, but the proper way to check them is with a set of gauge blocks. These are a very precisely ground set of metal blocks made to an exact measurment. This is usually a tool reserved for machine shops and such because they aren't cheap. I seem to come across someone with a set every few years and I check my Mitotoyo against them. Every single time, the thing is bang on.
Since you won't likely have access to a set, the next best thing is to measure something with a known calibrated device be it a vernier or a micrometer, then measure the same thing with whatever you want to test.
Since you won't likely have access to a known calibrated measuring device, the least you can do with a vernier is to close it, zero it, then open and closed it 20 or so times. Close it again and see if it goes back to zero. If it does, great. If it doesn't, then there's a problem somewhere....likely a slippage on the bar.
Hope that helps.
