But you need a switch with port replication or a system with two NIC's and configured to pass data through it. Set up wireshark on a system and set port replication or route traffic through it. Then set filters in wireshark to monitor your IoT devices by IP or MAC. If you see anything funny, yank its wire and set up a honeypot to tear the thing apart, packet by packet.
It sounds like a lot of work, but if you find nothing or something, then you know that it was well worth the labor.