Some rimfire firearms are designed so the firing pin stops short of the chamber, others are not and will cause serious damage to the chamber and/or firing pin in short order. My SIG Mosquito is OK, as is my Ruger 10/22. My S&W 34-1 and 1960'ish High Standard Citation are NOT!

In any case, dry firing puts a lot of stress on the firing pin or its stop. It's best to use a snap cap to keep the stress within acceptible limits. A fired cartridge is quickly peened out until it provides no further support.