I'm not too technical to say how easy or difficult is modify Nano S hardware, but I believe it is not easy, or a cheap process. Such attack would probably aim on user with significant amount of coins, a not on a random users.
Good way of testing hardware wallet would be to create wallet, and then deposit smaller amount of coins in such wallet. If device is compromised coins would move from your wallet in case hacker is not patient enough to wait that you deposit more.
I trust both Ledger and Swissborg but I am not sure if Swissborg bought it from a reseller and I have read many cases of resellers selling tampered Ledger Nano S which is why I wanted to confirm if the hardware is also safe to use. Will try sending few coins first and will see what happens. To check the hardware, I just need to use a screwdriver to open the behind case and Ledger has given instructions to do so but I want to do it from a technician who can be more careful. Random users have lost $35k from such hacks.