You can check the resistance of the coils with a good Ohm meter. Just compare the four. If you find there is one out of line with the others it might be the bad one. However... I doubt your coils are bad. The older black coils like you should have are way better then the newer grey coils. Jon is right on the utec eating coils. The old utec firmware munched hundreds like pacman to the dots. The later revs of firmware do not have this issue.
Things that generaly cause misfires on bugeye subarus:
1. Wrong, worn or incorrect gapped spark plugs. You should run only NGK stock range plugs gapped to 028.
2. Clogged injectors. Have the injectors cleaned or at least run several bottles of a good injector cleaner through the engine.
3. Carbon build up on motor. Real common on EJ205's. Get some BG Chemtool, GM top end cleaner or other type of carbon remover. GM top end cleaner seems to work really well.
4. Oil or dirt build up on MAF sensor. This causes an incorrect load reading which make for AFR corrections out of line. Misfires can result. Remove the sensor, place in plastic bag. Spray out with NON clorinated brake cleaner. Let it sit on table for 30 minutes and install.
4. Vacuum leak. Check the turbo inlet pipe where it connects to the turbo. This pipe is famous for ripping and causing a huge preturbo leak.
5. CLean the ground cables that run to the intake manifold. These are sensor grounds and must be kept clean.