Gareth Southgate's side are now unbeaten in their last 10 games, which includes matches with Germany, Brazil and Italy.
Substitute Welbeck made certain of the win 14 minutes from time, though, diving to head home Dele Alli's cross, as England earned a vociferous send-off from the Leeds crowd before their opening match in Russian Federation against Tunisia on June 18.
And the 2016 England Player of the Year - who was named on the six-man back-up list to Southgate's 23-man selection for this summer's tournament in Russian Federation - is confident he would have been on the plane if not for his lack of games.
Henderson, meanwhile, told media on Friday he was happy to play in a more advanced role, if that's what Southgate wished.
In fact it is 12 years since England even won a knock-out tie -n unconvincing victory over Ecuador in the last-16 of the 2006 World Cup - and while Glenn was at pains not to say what would constitute success he explained what the FA would hope for as an acceptable minimum. It isn't about scoring, it is about other people scoring and for me, it is about protecting a lot more.
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After the game, Rashford said he believed "anything's possible" when discussing England's chances of winning the tournament. However, Southgate insisted the 20-year-old needs to express himself and feel the freedom to make mistakes.
Southgate, whose squad fly to Russian Federation and their World Cup training base near St Petersburg on Tuesday, got what he wanted: a full house and a slick, tidy 2-0 win over a Costa Rica side who have the pleasure of Brazil in Group E and look like the poorest of picks in any office sweepstake.
In 2014, Costa Rica practically shocked the world as they topped their World Cup group ahead of Uruguay, Italy and Thursday night's opponents England. Real Madrid keeper Keylor Navas was left clutching at air and could only watch on as the ball sailed past him to give England the lead. "It's good practice for what we need in the tournament".