Whispering Gallery Mode (WGM) micro-resonators like microspheres or microtoroids are typically used as high-Q cavity substrate on which a functional film coating is deposited. In order to exploit the coating properties a critical step is the efficient excitation of WGMs mainly contained inside the deposited layer. We developed a simple method able to assess whether or not these modes are selectively excited. The method is based on monitoring the thermal shift of the excited resonance, which uniquely depends on the thermo-optic coefficient and on the thermal expansion coefficient of the material in which the mode is embedded.