Usually a broad spectrum of common allergens is pricked on the surface of the skin to see how the skin reacts or if it causes itching sensations. But for something like celiac you basically have to eat gluten and see what happens

Diagnosis of Food Allergy • Skin prick test; doctor places small amount of suspected food on patient’s forearm and pricks the skin, in case of allergy a raised bump forms indicating reaction • Blood test; to look for IgE antibodies There are many other tests as well but these two remain the most accessible.