I couldn't find any tools to check this, so I built one myself.
This is a little site I built: the Defederation Investigator defed.xyz. With it, you can get a comprehensive view of which instances have blocked yours, as well as which ones you are federated with.
The tool is open source and available on GitHub. Hopefully someone will find it useful, enjoy.
Never seen exploding-heads before, so I went to their page ... turns out they're leaving lemmy and the fediverse for nostr: https://exploding-heads.com/post/765290
Main reason being all the "censorship" (ie defederation) they've received.
Oh wow, I just looked up Lemmygrad and was shocked and dissapointed at the results, seeing the Exploding Heads results changed that dissapointment to complete disgust.