I check at least once a year. This is probably the downside of having full coverage fenders. The rear tire is a hassle to check without putting the bike in the stand, and the lighting in my garage is so bad that I need a flashlight to properly check the tires even then.

When I do check I usually find a few slivers of glass embedded in the tread. Apparently the barrier that stopped them to begin with continues to stop them afterward.