If you have control of the program writing the XML files, the best approach is to make it write each one to a temporary file location and once all the data has been written, move it to its final destination location. In that way you are never going to find an incomplete .xml on the filesystem.

Another thing you can do is to check the file contents. Incomplete XML files are easy to detect, you can use an XML parser or just read the first XML tag in the file and then check that the last bytes of the file are the corresponding closing tag.