"If you are brave, you trust that converter and you know it can drive voltage to nearly 0V, put a paperclip across the output and measure current — but be warned that if the converter fails to set the right voltage fast enough, you will have your ammeter fried. Having a fast 500mA fuse in series is not a bad idea."
This is very true. If the converter has significant output capacitance and/or a slow compensated current loop, the surge current can be several times the set current and the surge itself can last hundreds of milliseconds....enough to damage a meter. Or at least to cause it to drift out of spec.
If you have access to a meter with a fast bargraph display in addition to the numbers, your first test should be in the 10 amp range, and while you perform the test, watch the graph for an instantaneous jump, and then settling down.
Of course, if the DMM has a min/max feature, it is even better.