None of these checks are conclusive. See
this.
Turning the OBS and checking for the correct deviation bar movement just tests one part of the circuit. Listening to the morse code checks a different part of the circuit.
But there is no test which checks everything is working. You could still have e.g. a blind spot (caused by e.g. a broken antenna or antenna cable) which won't show up until you find yourself in the "right" place on the approach and then you get the incorrect instrument indication.
EHSI/EFIS based systems are less likely to suffer from any individual problem because most of them decode the composite signal in software, which will either all work or all not work. But nothing protects from the broken antenna/cable problem which can be detected only by somebody with an avionics tester walking all the way round the aircraft and measuring the dropout signal level on each of a number of bearings. Or by flying to a good distance from a VOR and doing an orbit.