That's a big one to get one's head around! Had me baffled! Firstly, I was under the impression that CCQs in the classroom were a tool for finding out if a learner has understood a new item. Are you sure you wouldn't be teaching the difference, but rather be checking that they've grasped the concept you've already taught in some way with the questions?
Nonetheless, here's my cents worth (bearing in mind that learners explaining meaning is also a way of concept checking):
Sounds like you're teaching an intermediate to advanced level group. Assuming this --your learners nearer to CALP than BICS-- reading/writing skills which are more demanding of cognition seem an appropriate means. So, check whether they've understood the difference between scary, horrendous, frightening, and terrifying through these skills. Try giving them a short written exercise or quiz using example sentences and instructing them to list the single-word modifiers (in this case adjectives) in each of the sentences and the headwords (nouns) which they modify.
1. The young children wore scary costumes on Halloween.
2. The old lady made a horrendous comment about tennis.
young children; scary costumes
old lady; horrendous comment
Afterwards, put the learners in groups (of 2 or 3, etc.) and have them discuss the context of the examples and elicit the meaning of each answer. You can guide on context, but stay silent on meaning. This might take 15-mins. altogether.
Hope this might be of use. Good luck!