Firing pins are very hard and can be brittle, I have seen several of them break while dry firing. I won't dry fire without something in place to cushion the blow of the hammer.
I just use an ear plug stuffed into the hammer recess of the slide to cushion the fall of the hammer when dry firing. this works great for hammered guns, and is very inexpensive.
Unfortunately, Snap Caps wear out after a couple hundred hits (the primer pellet dents in so far that the fp doesn't contact it anymore), but for internal hammer guns, and striker fired ones, this is one of the only practical alternatives.