Snapcaps are very cheap compared to the price of a gun, better to be safe than sorry.
Been thinking about getting some of those.I use a laser cartridge in mine.
Considerably more expensive than a snap cap, *BUT* I get feedback on my sight alignment and trigger manipulation. Has paid for itself several times over.
A nice feature, of the much maligned Heritage, is that it can be dry fired to hearts content with the (admittedly goofy) safety on.That said, don't dry fire any rimfires except if they are designed to be (like the anschutz competition rifles) In rimfires, when you dryfire them, the firing pin will hit the side of the chamber pretty hard and they are made to hit brass, not steel.