For those of us without the latest gear, we can use a diode detector to measure the amplitude of the rf output; and can use a delay line frequency discriminator (signal splitter, delay line, mixer, manual phase shifter) which can tell you both when the frequency is settled, and when the phase is settled, by watching the mixer IF output on an oscilloscope.
Also, if you have access to an old (non-digital) spectrum analyzer, you can tune the PLL frequency from F1 then briefly to F2 then back to F1 for a longer time, and can see the settling time as the "ghost image" on the analog spectrum analyzer face centered at F2. By varying the time the PLL is allowed to dwell on F2, you can plot the frequency settling time. (this works great for VCO's too).
You can also use a gated frequency counter and repeatedly switch from F1 to F2, and eventually building up what frequency near F2 you have settled to in the gate time.
Rich