You can ohm test it, if you so choose. If it were me, I'd start with replacing the valve cover gaskets if there's oil everywhere and try spraying down your coils and plugs with an electronic-safe solvent (I like to use MAF cleaner).
Speaking of your plugs, how do they look? How about when compared to cylinder #3? If they're covered in oil (or burnt oil, depending on how bad the leak is) from your valve cover gaskets failing, that could be your problem right there.
As for testing the coil, measure the resistance across the primary side and the secondary. Remember, you want high resistance on the secondary (spark side) and low on the primary (input side). You can then compare the measurements to your OEM coils and see if you have excessive resistance or a short.
Oh yeah! I forgot to mention a visual inspection. Look very close at the coil. I worked on a Honda with a bad coil that would pass any resistance check I threw at it, but it would still misfire. It turned out that the case had a hairline crack and was barely noticeable. It would only short occasionally, which threw off my readings.
By the way, I find it odd that only one coil was replaced while the others are still OEM. That leads me to believe that there could have been (or could still be) an underlying problem that's just resulting in your (potential) coil failure. Again, I'd replace those valve cover gaskets ASAP.
Let us know. Sorry for the long post. :-D
