For me, it would be like going through the trouble to try and test spark plug wires, yet more complex. Not worth it for me.
Coils are not always easy to test. It could show ok on an ohm meter, but if it has a short, you may not see it with an ohm meter. There are different ways to test it, running/not running. But then when you try to test it running, say for one of the windings in the coil, a standard voltmeter may not suffice. They fail over time, not all at once usually, plus the problem can start occurring after it has been running for a while, and not while its cold, or right away sometimes. If your coil is original, and you have considerable miles, I would replace it regardless, but that's just me.