These days I just tap my pockets. I freak out if I do that check when I happen to be holding onto my phone or keys
Bonus, when you get into a good enough habit of doing this, you even do it automatically when you're drunk.
Same thing with my glasses, either they're in my bag, or on my face.
Has served me very well so far.
I live alone, so there is no one else using the same technique who I could deadlock (pun intended).
I do not push the key all the way in. Pushing it all the way in could prevent someone else unlocking the door from the outside.
Same when exiting my car, I make sure I have my keys in my hand when I close the door (I don't have remote locking).
It drives me nuts, because I'm really not that worried about it, I just want to be able to check that I didn't leave it somewhere.