After reading this and reviewing the owner manual's caution about dry firing the 22, I decided to find out the main concern on this matter - as this is the first 22 I've owned. With center fire, usually it's not recommended, but with the 22 apparently it can be extremely harmful. The NRA provided the information below. It was helpful for me, perhaps for you too.

"Myth 5: Dry-Firing A Gun Is Harmful"
To be fair, this is sometimes true. Dry-firing most center fire rifles and handguns is perfectly safe once you have made certain they are unloaded and pointed in a safe direction. However, excessively dry-firing a rim fire gun is a bad idea. The firing pin of a center fire gun is designed to strike a primer located in the center of a cartridge's base. When no cartridge is present, the firing pin strikes nothing. With a rim fire, though, the firing pin is positioned to strike the soft brass rim of the cartridge. When no cartridge is present, the firing pin strikes the hard steel of the breech face. Repeated dry-firing of a rim fire can eventually peen the firing pin, dulling it and causing misfires. Dry-firing offers convenient, easy practice, but if you are going to dry-fire a rim fire gun, invest in some snap caps first. These dummy rounds will cushion the firing pin's fall.