AZooms are good snap caps. Some others, with metal "primers" result in very fine pieces of metal getting into the action.
Used them every since I talked to a Sig smithie (back in the days when you could talk to them). If the firing pin doesn't hit something, it wants to keep going. It can break. Also, when the firing pin is allowed to go all the way forward, the FP return spring can weakien over time.
Dry Firing is great. It teaches you what you need to do.
However, doing it in your living room is one thing. Doing everything correctly under anticipation of noise and recoil is another matter that is still DIFFERENT from just pulling the trigger smoothly in dry fire practice. At least that's my experience.