The traditional way is to light a match in a cold stove near the flue (bypass open) and watch it to see if the flame gets pulled towards the flue. If the flame leans towards the exit, that's good; if it's vertical, that's not good; if it leans towards you, that's bad indeed.
Being a simple guy, I would also check it with a clamp light (actually look down all the sections of pipe, which might take some disassembly if you have elbows). I am lucky in that I can just put a bright light in my stove and go stand on the roof and see the whole thing.
I wouldn't expect the BK to behave much differently than your old stove when it is below zero outside- they have magic thermostats, not magic heat-makers.
(That is to say- it regulates its own air supply to try to stay at a fixed internal temperature, so if you're burning it hard, the air is pretty much wide open, so the magic thermostat isn't doing much and it behaves like any other catalytic stove.)
I suppose for maximum efficiencies and burn times, one should keep adding stoves until you can run them all on low- but I personally am going to keep burning my one stove as hot as needed to keep the house toasty!