It is not enough just to have the gas appliances in your rental properties checked, you also need to have records to prove that this has been done satisfactorily. When the Gas Safe registered engineer has checked your appliances they should provide you with a Gas Safety Certificate containing details of the checks they have carried out.
Even if your property is being managed by an agency it is important to make sure you are still discharging your legal duties as a landlord with regards to gas safety. If your agent has agreed to take responsibility for the annual gas safety checks, make sure this is written into your contract with them. It is also a good idea to ask to look their records at least once a year to make sure the checks are being carried out and documented correctly.