You can snap on an empty case once or twice...
but I wouldn't push it much further than that. One the primer has been beaten down, it doesn't offer much protection to the parts you are trying to protect.
I completely concur with Thor's opinion that Dry firing is not a good practice with a luger. An rare occassional snap on an empty chamber shouldn't make you cringe. You should use a "snap" cap to catch the released firing pin to prevent potential damage to the pin or the breechblock.
I create my own snap caps by supergluing a piece of hard rubber eraser or tire into a deprimed case.
Make several and when the rubber appears worn, replace the rubber "primer" with a new one.
Other weapons that I know that dry firing is a very risky proposition are the P-38 and Winchester Model 94 lever action. I have personally broken firing pins in both of them... and not much dry firing is required to do so.
-John
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