A high current Hockey Puck (over 25 amps) is built with back-to-back SCR's. Each SCR conducts a half phase. The Hockey Puck is called an SSR (Solid State Relay).
The easiest way to check SCR's is with a neon bulb. Make sure it's rated for the proper voltage. You can use one of those yellow neon testers as long as you can see both posts inside the bulb.
For this test, we'll assume a simple heater circuit. Power is applied, contactor is pulled in, and SSR is off. In this condition, line voltage will be across the SSR.
Connect the neon directly across the SSR output terminals. When the SSR is OFF, both posts will glow. If one SCR is shorted, then only one post will glow.
Heater commanded on=neon off. (If on, SSR is open)
Heater commanded off=neon on. (If off, SSR is shorted)
bad SSR = half neon on.
If you can't find a tester, then buy a neon bulb with integral resistor from Radio Shack. I think they still sell them. The resistor should be about 47K for 120 volt, and 100K for 220-240 volt. You can use the 240 volt version for testing 120 circuits.
This also works for DC SCR's, except only one post will glow-no glow depending on polarity.