Several space probes have been launched to destinations beyond the asteroid belt: Pioneers 10 and 11, Voyagers 1 and 2, Ulysses, Galileo, Cassini, New Horizons, and Juno, at least.
While the odds of hitting an asteroid on any random Jupiter-or-beyond-bound trajectory are pretty small, it may be worth trying to minimize the risk. Furthermore, a trajectory might be altered significantly by the gravity of the largest minor planets in the belt.
Therefore, I am guessing that the trajectories for these missions were checked against the orbits of the largest asteroids, but that smaller asteroids, being generally less well-observed, and their orbits not as accurately known, might not be considered.
Verifying that any single asteroid doesn't endanger the spacecraft reduces the actual risk to the mission only infinitesimally, but I imagine it would be uncomfortable to try to explain to your boss how your spacecraft managed to collide with Vesta.
How many asteroids' orbits are checked against the trajectories of outer-planets probes? How has this number changed over the years from Pioneer 10 to Juno?