Slitherine

Is there a way to check difficulty during the game?

Nope!
Was asking for the same, wasn't sure if I really started my Campaign on FM difficulty. Restarted as I was only in Poland.

You could add this to the UI improvement suggestions thread. I would also like to see the objectives displayed elsewhere than just the briefing and between turns.

As Lonasc stated, there currently isn't a way to check that. My suggestion would be to put it in the description section of the save file when you start a campaign. That way, when you load it, you can see the difficulty level for each save.

I have no trouble seeing what difficulty I'm on.

But then I play Manstein almost exclusively so.... hard to miss all those 15 strength units all over the place.