TVS components are difficult to test for function. The test involves a current limited variable voltage to plot the breakdown voltage curve. This can obviously only be done out of the circuit as the voltages required would be very likely to cause more damage than just leaving an open TVS in the circuit.
As for determining if they're open in a circuit with a monitor, there is no effective way to test for that condition. Obviously, a light bulb in series won't work as in normal operation the TVS is not conducting any current. The only thing the lightbulb will do is increase the impedance through the part making the TVS less effective. However, it would indicate a shorted TVS by lighting.
The TVS is not like an MOV that degrades for each spike, they normally have a pretty long life. Also, the predominant failure mode is shorted, so the chances of having an open TVS aren't that great.
If you're worried about them being open and not protecting the circuit, put a couple in parallel, you are increasing the odds that at least one is intact.
