I know this doesn't help much when you're doing the recording, but it's pretty easy to recognize what brickwalling LOOKS like. In your audio editor (I use Audacity) look at the waveform display. Even well zoomed out, if it looks like all of the peaks are exactly the same height, and that height is lower than full scale, you've probably got some kind of clipping going on. Most audio just isn't that uniform.
When you zoom in on a peak, if you see that it's not sharp or rounded, but flat, there's your clipping.
Harder to describe what it sounds like, but to me it just sounds very harsh. Basically, you've got a lot of high frequency energy (that doesn't belong there) in that sharp corner when the waveform flattens out.
I'm pretty certain that my PMD-660 (oade mod, but applies to stock also) has a fixed gain on the mic preamp, so if I'm in this situation, the only remedy is to reduce the input level by switching in the pad (either in the mic or the 20dB pad in the box) or locating the mic somewhere quieter. I think the signal chain looks like the following.
mic >> (switchable pad 20dB) >> preamp >> gain control >> meters >> analog-digital converter
so if I'm clipping in the preamp, my only remedy is something to the left of that in the chain. If I'm clipping at the ADC, I have more options as to where I can fix it.
Hope this is helpful (or, for that matter, correct!)