If you haven't already done so, go to the Kel-Tec Owner's Website at WWW.KTOG.ORG. See how to do a "fluff and buff" to improve the trigger pull and overall function of the gun.
Others there, including some very knowledgeable gunsmiths very familiar with the Kel-Tec P11 and P40 say its very safe to dry fire the Kel-Tec. They base their assertions upon thousands and thousands of dry fires.
I have a P-11 and dry fire it from time to time. (I shoot it enough however, that the urge to dry fire it a lot just isn't there.)
Very accurate, very reliable, and small. That long trigger pull, however, takes some getting used to.