[rotrex]

I pull them once in a while to check uniformity and look for absence of oil contamination, but if you push boundaries it might be worth doing it more often.
Otherwise the knock sensors, ears and wideband lambda sensors tell me what is going on.
For a turbo, you need at least EGT.
If you really want to know what is going on, add a turbine rev counter and pre and optionally post turbo pressure probes.
On the intake side, measure preturbo IAT and pressure. together with post turbo temp and pressure, you can see where you are on the compressor map.

If you run charge cooling, you could measure water inlet and outlet temp plus air inlet and outlet temp. This allows to calculate CC efficiency and figure out where the bottle neck is.