If anyone is using a Mac (like me) you can also do this without any additional software and without opening each folder. In the finder, navigate to the folder you have dowloaded your files into, then right click and select "New Terminal At Folder"
This opens a command line prompt (I know this is not as sexy as a User Interface), you simply need to paste the below command:
find . -name '*.zip' -exec unzip -tq {} \;
and hit enter, this will check all of the zip files in a folder, including subfolders
See attached for end result. I thought this could possibly help someone save a bit of time