How to check if Humble Bundle Steam key is used or not?

Try activating it, and the Steam client will tell you.

If you already own the bundle (or alternatively, all the games it unlocks), it won't be consumed if you do.

You can't. Try sending Steam support a message

No you can't check

But do the games from the bundle work if I download the Installers from the /?key=XXXX page? Or do they somehow recognize it's used? Because that way I could at least still play the games without steam (worst case).