There are different ways of doing it.  

1) Since you've already sent the small amount of Bitcoins, you can create a transaction that spend a small amount of Bitcoin to your address. You can spend a fraction of that with a small fee, the confirmation doesn't matter. So long as you can see the transaction on blockexplorer, it's fine.

2) Sign a message with the address. If you can verify it, then it would be fine.

3) Import it into an offline wallet. So long as the wallet allows it to be imported, it should be valid and its perfectly safe. Which is what you've done. Well-known and working wallet have sanity checks on your private key which prevents those which aren't working to be imported.