How can I check that my Apple Watch is backed up before upgrading to iOS 9?
User fuzunspm shows how to see the size of the last backups. You can probably trust things if the dates and sizes there make sense.

Apple has an article that explains the non-upgrade/normal backup scenario, so one avenue is to perform the following steps in order.


Verify that the iPhone is backing up to iTunes using a password to encrypt the backup and/or use iCloud for backup. (Health data is not backed up otherwise)
Verify that the watch and iPhone are in range an paired by using the watch glance that shows Airplane Mode/Do Not Disturb/Silent and ping the iPhone.
Run one backup before unpairing the watch (or one each to iCloud and to iTunes if you are worried that iCloud could be too busy on launch day or your network would be slow to restore from iCloud)
Open the Apple Watch app on the iOS 8 iPhone and choose Unpair Apple Watch - this forces a complete backup of the watch data to the iOS device
Run a second backup (or second pair of backups) to iCloud and/or iTunes.
Consider saving the iTunes backup folder contents (compress the folder and save it to an external drive, etc...) just in case.


At that point, you can run the iOS 9 update. If you want to re-pair the watch, that would be fine since you have a known backup with the data embedded in the iOS backup.

Also, once the iOS 9 update is done, you will want to run the Apple Watch app to update your watch to watchOS 2.0 if you wish. It happens as a second/separate step to upgrading to iOS 9 on your iPhone.