Many settle on this compromise: dry fire with A-zoom snap caps. When you have them in, go ahead and dry fire all you want. You may be able to use empty brass for 1 or 2 dry fires but the old primer gets dented in to the maximum and doesn't cushion the firing pin after that. I have tried all kinds of things as a substitute but they don't last more than a couple strikes or are really too soft to cushion the pin even if they remain intact/untorn.
Action proving dummies: don't attempt to use these as snap caps. If you look at the bottom of them there is nothing to cushion the firing pin. Their primary purpose is to see if the gun will load/chamber/extract/eject an object shaped like a live round.
A-zooms are more expensive than plastic ones but one snap cap will pretty much last you until you misplace it. I think it says 600 or 6,000 dry fires I don't remember. I've had mine for years and still dry fire from time to time with them.
I think the cz75b is another you want to use snap caps for: I've been told that the firing pin hits a roll pin if it's not stopped by something.
Watch out though: a lot of negligent discharges happen when dry firing. An instructor advised me to remove all ammo from the room before beginning a dry fire practice session.