We say “you‘re all set” when the other person get everything done...
We say “you‘re all set” when the other person get everything done and is ready to go, but what should I ask to know if I am all set? Is it ok to ask “Am I all set”?

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(...the other person has got...)
Yes, you can say that.

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Yes, you can say, “ Am I all set?”  or “ All set?” or “Am I good to go?” or “Good to go?” Younger people might say, “All good?”