I asked my local instructor at the shooting grounds if I was going to break something from dry firing the shotgun and he just said try not to do it all the time club guns have been dry fired thousands of times and he's never seen one break.
Having said that I use them sometimes. Sometimes I'll store my gun without releasing the pins and sometimes I put in snap caps and release them. My theory is to sometimes have the ejector springs released and sometimes the firing pin springs are released sort of balancing it out a bit.
I have a 725 sporter so can fire both barrels without a bang but if you don't have the mechanical mechanism you can just bump the stock with your hand to replicate recoil, you don't need to do it hard.
No need to bump the stock, just use the barrel selector.