Supposing we're speaking about a full sharpening of a carbon or a reasonably fine grained stainless, I deburr on every stone in the progression, making sure not to go to next one before I have reduced the burr as much as possible. I do so because I don't want the coarse burr debris to interfere with the fine edge.
Very little burr will remain with the last strokes on the last stone. In fact, most work is done with the first stone. As it is no touching-up but a full sharpening involving thinning behind the edge this first stone may be quite coarse, say a SG320 or 500. I deburr with very short strokes, in sections, progressively reducing both pressure and the length of the strokes, coming from 1" to about hardly touching it. I stay with that stone until the moment where the burr only flips without getting any smaller, even with the lightest touch. Once finally done with the first stone, the next one I may shortly rub and repeat the deburring procedure, but it will be very fast. With the last stone, basically only deburring, depending on the knife or my mood or previous results I might add one feather light edge trailing stroke. As said, at this stage there isn't much to deburr. I check by stropping on my hand palm to push all possible debris to one side where the got abraded, and the other way around. With said simple steel types, longitudinal strokes rarely are necessary. One suggestion: the first stone may take considerable time. If a lot thinning has been done involving some serious pressure, don't hurry to complete the work. Both for you and the edge have some rest. I'm well aware this point of view is not generally accepted.
As for checking, I use the finest cigarette paper. Feel and listen.