Originally Posted by Bullet Bob

You may already know this, but it's generally not considered a good idea to let the slide go forward by itself without a round in the magazine. Cock it, and guide the slide forward under hand control, so you can practice dry firing. You don't have to baby it, just don't let it slam forward.

A few times letting it slam forward shouldn't hurt the gun, it's just not the best way. This being the internet, somebody will shortly chime in how they've slammed their slide 10,000 times a day without any problem.