Become friends, go somewhere public, shout them numerous cups of coffee and wait

.
(Beyond the obvious joke, you might get a quick look at how comfortable they are going into a womens only space - assuming they don't use the gents of course).
But more realistic - befriend them. Talk. See if you can get to know them online, too. Sounds weird, but people's handles / online identities pre-transition can sometimes be a dead giveaway.
When I was 17, my ex (then current) actually asked me point blank "What sort of time frame are you planning to transition on?". I was still in denial, and hadn't even mentioned anything gender related to them! The question totally threw me!

Similarly, they could be trans but they might not be fully aware or it, or willing to face it yet. They might not be actually transitioning, they could just be being themselves.
If they are FTM, they'll come out in their own time - but until then I think perhaps dropping a comment along the lines of "Hey, welcome to the dojo. We're a pretty diverse group. We're cool with all sorts of people here" might let them know that if they are thinking of transition in the future, it's all good.