The traditional way of checking for a shorted turn is a "ring test".
This essentially involves connecting a capacitor in parallel with the winding, inserting some energy, and watch it ring.
The easiest way is to place a charged capacitor across the winding while watching it with an oscilloscope that gets triggered by the initial impulse.
Then you need to interpret the results. You count the rings (oscillations) until their amplitude decreases below some fraction of the original impulse. The number of rings is proportional to the Q of the tuned circuit.
A shorted turn drastically reduces the Q of an inductor.
However, because you may not know what Q your expecting (it won't be very high for a mains transformer) the best thing to do is to compare two identical transformers. The next best thing to do is to add a shorted turn (easy for a toroidal transformer) and see what difference it makes. If it makes a huge difference, then you probably didn't have a shorted turn. If the difference is small, you may have.
For more information, Google for "ring test inductor" and you'll have an plethora of hits to trawl through.
Personally, I think your problem IS NOT a shorted turn. After being reminded that you're using a toroidal transformer, I think that you've just been bitten by the dreaded inrush current.
There are lots of articles on the web. If you google "transformer inrush limiting" you may have enough reading for a lifetime. There is a thread on the eevblog forum that is good.
My suggestion of a series resistor and a relay shorting it is described here as well as a number of other options.