1. Log off your HN account.
2. Browse, look for your own posts.
The only reason a hellbanned person can't tell he's been hellbanned is because he's logged on as himself. The reason others can tell is because they aren't logged on as him. The solution is obvious -- log off and visit HN anonymously.
It's quite a brilliant thing. The problem is mods are really abusing it here on HN (you should hallban seasoned trolls. Not someone that trolls once or twice in a year, or worse, someone who isn't even trolling but just said something stupid or out-of-place).
I read with showdead, and have noticed we seem to often tell auto dead users about it, which seems to defeat the point. Perhaps I've misunderstood the whole idea.
Bad comments get voted down anyway, so there's already a mechanism for that, IMHO hellbanning should really only be used on people trying to post spam repeatedly or repetitively troll comment threads.
Update: Just to be clear, I don't mind hellbanning spammers or obvious trolls, but looking at bonch's comment history he/she doesn't seem to be either.