Aside from sanity checks to see if they are at least close (if your load looks like an open, for example, it's probably bad) and visually inspecting the connectors for damage, there's not much you can do without a calibrated instrument or calibration kit to check against. You can use a connector gage to check the dimensions of the center pin, but if you're verifying performance, you need a standard to verify against.
Given the nature of these kits, especially for non-critical work using out-of-calibration instruments, a sanity check and inspection will probably do the job, but I would send it away for a cal lab to check it if I needed verification beyond that unless you've got a calibrated VNA with cal cal kit that is good enough to verify the performance of the kit in question.