A semiconductor device has a semiconductor die and conductive pillar with a recess or protrusion formed over a surface of the semiconductor die. The conductive pillar is made by forming a patterning layer over the semiconductor die, forming an opening with a recess or protrusion in the patterning layer, depositing conductive material in the opening and recess or protrusion, and removing the patterning layer. A substrate has bump material deposited over a conductive layer formed over a surface of the substrate. The bump material is melted. The semiconductor die is pressed toward the substrate to enable the melted bump material to flow into the recess or over the protrusion if the conductive pillar makes connection to the conductive layer. A presence or absence of the bump material in the recess or protrusion of the conductive pillar is detected by X-ray or visual inspection.