Hi,
here you are usually interested in, if the relay is really open, especially for high voltage applications. A basic approach is to perform a voltage measurement on both sides of the relay. If it is welded, and you have signaled an opening of your relay, the voltage readings (almost) identical.
An additional safety measure is, to monitor the coil current to exclude a stucked GPIO pin or an other faulty component involved in the closing/opening of the relay e.g. low-side MOSFET. So here, if you are getting a zero coil current in combination with two identical voltage readings (on both sides of the relay), your relay is welded.
BR