My GTD tool of choice, Life Balance, makes this easy, because my project list is in outline form, with the next actions for the project below each project. (Each next action has a context, and the "to do" view filters by context.)
So to review my action lists, I work through the "to do" list in each context. To make sure each project has an action, I flip to the Projects context, and any project without a next action shows up.
Hope this helps,