The occasional dry fire in the 15-22 will do it no harm. Doing it repeatedly will eventually lead to damage of the FP. When the firing pin hits the rim of the case (live fire) the brass rim is actually a cushion.
When dry firing the pin slams into the hard stop that is meant to keep the tip from hitting the chamber edge. Doing this a lot will eventually lead to damage.
If you do want to dry fire, get a chamber flag that holds your bolt open. You can dry fire to your hearts content then and the hammer will hit the back of the bolt instead of the firing pin. You don't risk damaging the firing pin that way. The little orange flag that S&W supplies with the M41 or 22A pistols works great for this.