I called Sigarms a few months ago and asked them this exact question. The person I talked to said that dry firing is not a problem when you do it "to test for proper functioning". But their advice was that if you do a LOT of it, use snap caps.
This could, of course, be an over-cautious CYA response, but why risk it? I've heard of people making their own snap caps with a piece of eraser where the primer would be.