I am not aware of any mandated testing period. Certainly the machine should have a maintenance schedule to which the Estops can be added. On most of our equipment I would be happy with a frequency of once/year or more. The period of a year or less is mainly to make sure it keeps getting scheduled.
They should also be tested after any decent modification to the machine tool hazardous motion. I wouldn't worry after adding a pilot light but I would worry after adding a soft start.
By the way, at installation where the machine has a PLC, try the following:
Since most PLCs are not safety rated - in the PLC, force the Estop inputs INACTIVE. The machine should continue to run. Then hit an Estop. If the Estop does not stop the machine then you have a wiring problem.