Not with me it isn't!
Just my reaction, but then I thought..
well actually, yes, for the steep turn, I do ensure that there is enough height should it depart before corrective action is taken, so I normally would do the first session of steep turns at a height of 2,000'. Engine? Well a FREDA check before starting is good. Lookout? Essential! Both left and right, as you'll very rapidly be pointing in both those directions. Location? Yes, of course, it's too easy to wander off downwind, maybe into controlled airspace.
So, yes, I suppose a HELL check is appropriate after all, though I've never referred to it as such for this exercise.
TOO