I imagine you could just cut it in half and look at the boundary under a microscope or loupe. Compare against a known sample that is hot-dipped and one that was cold-dipped. I imagine it should be fairly obvious.
Another idea is to get some hardness testers and test them on some known samples.
If you can't find known samples (i.e. you can find bolts labelled as cold-dipped and hot-dipped black oxide), then then get some bluing compound and apply yourself to some clean steel and compare it against a a good black-oxide drill (which should be hot-dipped). I would hope the black-oxide coating on a drill would be even better than one on a hot-dipped bolt so keep that in mind.
That said, do any manufacturers actually use cold black-oxide on bolts? Because for a mass-produced item where you already have high tooling and setup costs, going with cold-dipped black oxide seems like a weird cost cutting measure that doesn't seem like it would actually cut costs by much. I would be really disappointed to find anyone using cold-dipping on something small and mass-produced like bolts.