I am not using an ICE - I'm doing this the extremely low-budget way, just running the test and reporting errors to a connected LCD display. The test code is extremely simple: I have two one-byte variables called MEM_ADDRHI and MEM_ADDRLO to store the address, start them at 0x0000 and increment through a loop. The write-out/read-back segment looks like:

mov dph,MEM_ADDRHI
mov dpl,MEM_ADDRLO
mov a,byte
movx @dptr,a

(then some code during which dptr gets trashed, writing to the LCD, then)

mov dph,MEM_ADDRHI
mov dpl,MEM_ADDRLO
movx a,@dptr
clr c
subb a,byte
jz (no-error)
acall (error handler)

after that, the address gets incremented and it goes around again.

Works fine in a software emulator, though.