it's bad for most guns. ...
You can also make "snap caps" by replacing primer with a small eraser, or using some of the liquid rubber stuff to fill primer pocket and trimming it down after it dries.
The best thing to do, though, is to read your owner's manual to determine the manufacturer's stance.
I'm not sure if I read it on here or another of my frequented forums, but simply putting an earplug between the hammer (if equiped) and the firing pin. Just wedge it in where the hammer rests when it's not cocked and you're good to go, dry fire away.