Take a diamond grit bead reamer, and ream some sawdust from one of the holes. Immediately sniff the dust on the reamer. Obviously make sure the reamer is clean and odorless first. If it smells like pine oil, then you likely have real amber. If it smells like plastic, it's probably polystyrene or acrylic. A warning, though - I suspect the Chinese are making some sort of amber substitute that smells like pine by adding actual pine oil to plastic resin. That way there is a pine odor when tested. Trying to identify amber substitutes is NOT easy!
Another test would be to hold a bead under very hot water until it heats up, then try to sniff out an odor. But, you already said you heated one of the beads - how hot did it get, and did it give off any odor?
More destructive - try to push a hot needle (heat to red hot in a flame, holding with pliers) and then carefully sniff for an odor.