What I do is just slide a finger from the spine across the edge (back of the knife toward the edge NOT along the edge!). A burr sort of stands up and you will feel that tiny nearly right angle of thin metal -- the other side is quite smooth.
Chances are your Chicago Cutlery is like the set I bought -- never ever sharpened and used quite a bit. Hold the knife edge upward with the tip raised toward a lamp and you will likely see lots of light reflecting off the flat parts of the edge where it has been folded over or mashed down in use. So long as you can see bright reflections off the edge, you won't feel much of a burr as you have not yet ground enough steel off to have reached it yet.
I don't know what the original angle was, but some of them seemed quite blunt to me, took quite a while on a 300 grit stone to draw up a burr.
If your sharpie is vanishing, you are indeed working the bevel, but it may take quite some time to remove enough metal to reach the edge. Chicago Cutlery knifes draw up a distinct burr, at least the stainless ones, you should not have much trouble feeling it when you get one.
If you have trouble finding the burr with a fingertip, you can also lay the knife flat on the back of a fingernail. A burr will catch as you draw the edge away from you (at 90 degrees, don't slide the edge down your fingernail). The side you were working on the stone will NOT have a burr, you should be able to tell the difference once you pull one up.
Do be careful, once you get a burr on a medium stone, the knife will be sharp enough to cut you rather badly if you are not.
Peter