A simple "emissions" tester may be sufficient enough. This sort of tester can test for internal shorts and if there is enough cathode electron emission (the thing that wears out inside vacuum tubes). This should weed out tubes that could damage your rig.
That's always been my thought when I see guys (like someone did here) say "Just buy a radio that uses tube XYZ and test for power output with that".
In many cases, a radio that supports tube XYZ isn't particularly cheap (like my Hallicrafters Hurricane), or the radio itself needs a full refurbishment before it's in factory original specs and would be a good "source of truth" for testing tubes. (again, see my Hallicrafters Hurricane, or some of my Swans, or a few Kenwood TS-xxx radios I have - none of them have had all caps, out of tolerance resistors, IF cans, etc 100% refurbished, such that they'd work as "sources of truth")
And -- then after all of that work -- as you state, what about the tube that looks perfect, but is shorted internally and BLOWS UP your nicely refurbished Kenwood/Hallicrafters/Swan/Drake vintage tube rig, burning up lots of nearly unobtanium chokes and coils, not to mention caps and resistors in locations that take hours to get down to and re-align after replacing again?
Yeah - "testing with a radio" doesn't seem like a good option for that "box of tubes" you bought at a hamfest....