You may not know a grid resistor is blown if it's just one - in a 4-tube amp, that would leave three tubes running which still produces a nearly symmetrical waveform and unless the amp is really working hard can be difficult to tell the difference.
The best way to check is to run the amp with only *one* power tube - this is quite safe, although it won't sound good at anything over very low volume because it will give only a half-wave output - but if it makes sound at all, the grid resistor is definitely not blown (although it could be stressed and a bit out of spec, possibly). Go through all four tube sockets in turn with known good tube(s).
Unfortunately tubes can fail at any time without warning, from brand new onwards - in fact, they are probably *more* likely to fail after a short time than once they have been effectively tested by running in the amp a while. But they can still fail when they're old too. Always keep spare tubes and fuses.
It's worth keeping the good tubes from the old set as your spares - you can identify the bad tube if you have spare fuses too, although there is still the small risk of frying the screen resistor if you do. Simply test one tube at a time until the fuse blows. If it doesn't blow with any of them, you have a tube with an intermittent short... which is a pain! You can also sometimes tell by looking at the tube, although not always. Look for things like extra silvering on the inside of the glass in places where it shouldn't be, or 'watermarks' (actually burn marks, but they often look like water stains) on the grey plate structures.