Note that this is only my opinion, but to put dry firing a rimfire rifle in perspective , occasionally dry firing a rimfire rifle will not damage it. I would think dry firing a rimfire rifle even hundreds of times would not damage it. It is only when people dry fire thousands of times that wear would occur on the firing pin.
There are a number of semi auto .22's that give you no choice but to dry fire after your last shot. Even though I'm aware of your concerns regarding dry firing a rimfire I've never actually met someone that broke a firing pin due to dry firing a rimfire.
I just referred to my owners manual for my Sako .17hmr and nowhere does it mention not to dry fire. Use "snap caps" if you must, but I would think you could get extraction problems if continually using spent cartridges as an alternative to snap caps. I guess you will have to weigh up the risk involved with breaking an extractor versus breaking a firing pin. I guess I'll just keep to occasional dry firing.