This feature now exists! If you go to the badge list, and open a badge's detail popup, at the bottom of that popup is a new link "Check my characters for this badge", which gives you a list of your characters and an icon if they have the badge or not.
It may not be glamorous but it should be functional
Let me know if it
isn't working, or if you hate it, or if you know how to make it better, so I can fix it ASAP!
Sorry it took so long, folks