It's bad to dry fire a rimfire because the firing pin can impact the rim recess part of the chamber, with negative effects to both barrel and firing pin. This problem can be avoided simply by leaving a fired case in the chamber to cushion the blow.

The use of an appropriate snap cap in a center fire rifle effectively renders dry firing with it safe. A snap cap can be improvised by resizing and depriming a fired case, then plugging the primer pocket with a plug of hard rubber.

If you plan to add a bullet to create a dummy cartridge, bore a couple of holes through the sides of the case, making it identifiable as a dummy round at a glance. Such dummy cartridges are invaluable resources for rapid fire and rapid reloading practice.