There should be a quick way to check for only legal moves with checks and captures.

[George Bland]

You can get just the legal moves which are captures so why not for checks as well? It would be a lot better than having to do the following code:
Move[] legalMoves = board.GetLegalMoves();
foreach (Move move in legalMoves)
{
board.MakeMove(move);
if (move.IsCapture||board.IsInCheck())
{
code
}
else board.UndoMove(move);
}

[Edward-789]

The API cannot check if the board is in check without actually playing the move and then checking if the board is in check.

[Tim de Jong]

Edward is correct, and it's probably not getting changed, so you'll have to just spend the tokens if you want a list of checking moves