If you dry fire a rim fire gun, the firing pin is going to strike on the outside edge of the barrel. If you do it enough, either the firing pin or the barrel is going to chip or deform. If you use spent cartridges, you are likely going to keep hitting the same spot and any cushion the shell provides will be gone after the first couple of strikes.
Buy some snap caps and your guns will last a lot longer. They are made to take the repeated impact from firing.