I once tried to buy snap caps from my local gunshop and they laughed and acted like they had never heard of them (despite being in business for at least 25 years). After seriously questioning my need to dry fire a gun, they suggested using spent casing. I have tried it, but it makes an annoying springy sound and vibration that you probably would not get with a snap cap. I'm not sure spent casing really does that much to protect your firing pin, either.