Dry Firing practice is essential to being a good shooter.
Just ask any of the top 100 shooters on earth (start with Erik Cortina).
I dry fire my CF rifles many many many many times (at least 10 times each before a live round, every session at the range).
I have never had a single issue with firing pin damage or function.
That said, I am less diligent with RF as I kinda treat them like dry fire practice and it's a big reason why I own a very good one.
If I was the type of person to give advice, I would say
If you can't bring yourself to dry fire practice your CF's, get a decent RF and use it as practice for your CF work.
If you only have plans to be a competitive RF shooter, DRY FIRE, DRY FIRE, DRY FIRE!.
Using snap caps or drywall plugs or however you get there.
If you are just planning to use your 22 for plinking and hunting, just shoot live ammo. it's cheaper than bottled water.