How Do I Know if my Dentist Filed Down my Teeth Excessively for Porcelin Venneers?

The only way to tell is to get a model of your teeth before they were prepared and a model of your teeth after they were prepared and compare them.

Sometimes more tooth needs to be removed due to old filling materials, decay or teeth that are out of alignment.

Having some sensitivity is normal. 

I agree that it is hard for the patient to tell if an excessive amount of tooth structure was removed. Often to get a great cosmetic result one must do a moderate amount of tooth reduction. It takes me 3 hours to prepare, impression and temporize 20 teeth if a moderate amount of tooth reduction is required. I have done thousands of veneers and have lots of experience doing full mouth cases. For a similar case 4 hours may not be far off base.

This is a difficult question to answer that I get a lot.
It's based on a lot of things like:
- Condition of your previous teeth (i.e. old bonding OR decay)
- Amount of crowding that was there
- Your objectives for new smile.
It is unfortunate to report sometimes unncessary tooth structure can be removed if the clinician does not do veneer cases a lot. Meaning they'll just remove a lot and allow the dental ceramic laboratory to "make it look good".
Again, this one is only impossible to tell and you'd need to have before pictures AND x-rays pre-operatively and then post-operatively. Then have that reviewed by an experienced cosmetic dentist.

It is difficult for a patient to determine if their teeth have been reduced excessively. Two visits of four hours each does seem excessive. That is not to say that fast veneer procedures are better.
Preparing veneers properly takes time, the amount of time is dependant on how many teeth are involved in the therapy, the alignment of the teeth and the health of the teeth. If teeth are mal-aligned and or have decay it may take longer. It is best to prepare the teeth in one visit regardless of the complexity of the case. This reduces the possibility for the need of root canal therapy due to the fact that the teeth are exposed less.
My suggestion is, if you suspect that something is wrong, seek a second opinion. If the pain persists, you need to notify your doctor. Tooth sensitivity after the procedure is common, but should not persist past a couple of weeks, and in extreme cases, past one month.

While this is an unusually long time to prepare teeth for veneers, it doesn't necessarily mean they were over-reduced. Over reduction happens when the enamel layer is gone and dentin is exposed. Veneers bond great to enamel but relatively poorly to dentin. Over reduced veneer preparations, therefore, can result in low bond strength of the veneers and they can come off easier. The sensitivity requiring local anesthesia you have is not a good sign. It could be from exposed dentin. It is difficult to see the difference between dentin and enamel layers on teeth sometimes. Only a dentist would be able to tell for sure if your veneer preparations were reduced more than what's ideal.

Often teeth get reduced as little as possible and yet a patient will perceive it as completely whacked off. While less than 1 mm may have been reduced, the tongue will make it seem as if there is nothing left.
The end result is all that truly matters. Enamel may have been removed, but it was replaced with porcelain, and may be in a stronger condition than before.
If there was severe crowding, severe decay or large old fillings, sometimes there is no choice but to be more aggressive. And while a dentist could look at the current condition and make an opinion, they were not present at the initial appointment to know what the previous dentist had to work with.