Many rifles with quality steel will not suffer unduly from dry firing. However, the risks are that the pin will slam into the firing pin hole in the breech face - risking work hardening and/or deforming the pin or the hole.
If you use a spent case and normal primer, there is the sizing issue as raised above; more crucially is that the pin will likely rapidly punch through the primer and contact the harder anvil within - with risk of deforming the pin.
Snap caps are the way to go.
Without intention of preaching to the converted, usual safety considerations apply and it is well worth developing a system whereby you do something unique before dry fire practise as a mental stop-check. No one here would make the goof
, but other people's brains are geared to see what they expect to see - so failsafe steps must be taken to ensure live ammo and snap caps are never in the same area.
The other caution is to practise a full firing cycle - load, fire, eject. If you merely recock the bolt after each 'shot' you are potentially training your brain to do just that. Under any pressure there is the potential to have inadvertently trained yourself to be the world's fastest bolt cocker - without all the other important bits like chambering a fresh round
.
It is not just in the books - a good number of pro's will have seen a client - faced with a stag of a lifetime etc - impressively cycle their bolt at Steve Austin on PCP speed ( having practised diligently ) but having failed to include pressing the trigger in that training regime!