While installing an entire checked build has always been a pain, a Partial Checked Build gives you the majority of the benefit without all of the hassle. For a long while now the WDK has shipped with the checked kernel and HAL from the corresponding Windows release, which made it even easier to get your code running under a checked build and get its unique benefits.
To our dismay, the Win10 WDK broke this tradition and did not ship with a version of the checked kernel and HAL. We brought this to the attention of the WDK team at Microsoft and, much to our relief, it turned out that this was an oversight and not a new policy decision. They also promised to fix it in an upcoming release, which they appear to have done in the Win10 v1511 WDK:
(Also includes a build for ARM64!)
One thing to note for those using builds of Windows with mandatory code integrity checking: these builds do not appear to be signed with a valid Microsoft code signing certificate. Be sure to enable boot debugging (bcdedit /set bootdebug on) and attach a boot debugger before trying to load them!