This is almost, but not quite, as much a debate as caliber!
As mentioned, the manual says it's OK to dry fire the SDVE guns. There are some for which it's definitely not recommended, like rim fire guns...and there are some center fire guns that can be damaged if you dry fire them without the magazine in the gun, like a Ruger P345 for example. The SDVE series guns don't suffer from the magazine disconnect "feature" and it doesn't hurt to dry fire them without snap caps. I like to use snap caps to practice malfunction drills, but otherwise I don't use them routinely when dry firing.