I've always heard that SPT can stay positive for several years after an allergy is outgrown, so maybe that's why no SPT prior to challenge?
I heave heard or read something about this as well. Some allergists will do a SPT, some will not. The SPT isn't a definitive test anyway, and other factors are considered to offer a challenge, like lowering blood counts.
I had a food challenge earlier this year. The allergist started with a really small dose of my allergen, barely a speck, watched and waited, and then increased the dose every 20-30 minutes or so over the course of three hours until I ate a pinky finger-size piece of potato in one dose (it was a test for potato, in case that isn't obvious.) My challenge wasn't a full pass, as I had multiple minor symptoms, but it was worthwhile. I was scared, but I brought a teddy bear (yes, I'm an adult - and yes, I still need my teddy), plenty of books, my husband, and many other distractions to keep my mind occupied.
Between doses you are carefully monitored and every little symptom is recorded and attended to. This way, they can spot a reaction in it's earliest stages, treat it quickly, and monitor to see if it progresses. Most 'fails' only end in minor reactions, though some people do experience anaphylaxis. Ask your allergist for what symptoms to watch for and what treatment they will provide for each -- it may help you understand what to expect if things go poorly, and when to alert the nurse or allergist if they don't notice first. (We had at least one member here have an allergist that wasn't so attentive and missed a severe reaction happening.) Hopefully that's not the case, everything goes well, and your child passes -- the best outcome!