Who told you you couldn't dry fire your guns? Was this a PAL instructor? Regardless, whoever told you that is smoking some cheap stuff. Rimfire firearms are much more at risk for damage from dry firing due to the primer being located in the rim. Centre fire firearms made by a QUALITY manufacturer will have no issues with dry firing. The impact of firing live rounds will induce much more shock to your firing pin and firing system than dry firing ever will.
I dry fire all my firearms, including my rimfire guns. I have never broken or damaged a firing pin. As far as I'm concerned if your firearm cannot handle being dry fired than you bought a poor quality firearm.
On another note, here's some more myths that some "instructors" like to spread. (These are the correct answers below.)
Hollow point ammo is legal in Canada.
Shotguns used for target or plinking purposes may contain more than three rounds(5 max for semi autos)
10+ round magazines are legal in semi auto rimfire rifles.
TDC