How do you check the correct operation of the rudder when it's tied to the nose wheel?
Every small airplane that I've flown that uses the rudder pedals for nose wheel steering uses bungee cords or springs so that they will stretch when pushing the pedals without the aircraft moving.  This allows the pedals to move without requiring the nose wheel to do so as well, and you can check them in the normal manner.

Larger airplanes that use the rudder pedals for nose wheel steering have a method of turning the nose wheel steering on and off, so the check could be done before the steering is engaged.  That being said, most larger aircraft do the control check during the taxi (that's when most airliners are doing it) and there is nobody out there to make sure that the rudder is actually moving the correct direction.  In my airplane, the response for the flight controls is "free and self-centering" (since we have hydraulic flight controls) and we don't verify the actual direction of rudder movement.  That's a maintenance function.