I am afraid that there is no way to see this through the management console. You can look into each extensions folder however to see if the user recorded a self identification message.
The path for windows is C:\ProgramData\3CX\Instance1\Data\Ivr\Voicemail\Data\extension_number
For debian: /var/lib/3cxpbx/Instance1/Data/Ivr/Voicemail/Data/extension_number