A quick internet search showed me that [This invalid link has been removed] It's a worthy investment.I did shield the control cavity, pickup route, pickguard and connected everything to ground. I'm not sure if the bridge is grounded, how can I check that?
After the shielding job I definitely noticed an improvement, so I guess it worked. But I don't have a multimeter, might invest in getting that as well.
And to answer your question, you can check the bridge ground by touching one lead of the multimeter to the bridge, and the other lead to the sleeve of the jack. Just touch the part of the jack that you can see, and that will be good enough. If the bridge is grounded to the shielding, and the shielding is connected to the ground lug on the jack, there will be no resistance between the sleeve of the jack and the bridge.