You can’t, so you’re forced to trust that the software talking to the HSM isn’t lying to you about what data it’s asking to be signed, and at that point you’re only marginally more secure than not using an HSM at all. (Sure, it’s harder to steal the long-term key material, but if I compromise your software, I get a signing oracle, and that might be good enough.)
This is actually something that the blockchain ecosystem gets right: every hardware wallet has a secure display of some kind, to avoid blind signing, because it’s a context where security actually matters (unlike, e.g., “signing git commits with a yubikey”, which nobody cares enough about to attack).