The rule is, "Don't dry fire set triggers with the lock set at "half cock". With the hammer or cock in the fired position it is perfectly fine to dry fire set triggers.
The reason for not dry firing the gun with the lock set at half cock is because when the lock is set at half cock, the nose of the sear is firmly engaged into a notch in the tumbler. The sear is the arm that has a small, rather thin end on it that engages the full cock notch when the gun is ready to fire. That same end is the area that gets engaged with the half cock notch.
When a set trigger is placed in the "set" condition, its spring loaded "set trigger" is held in place by a small area on the front trigger. When the front trigger is pulled, this small area disengages from the rear triggers latch and releases it.
When this happens, the spring drives the blade on top of the set trigger into the arm on the sear with a very hard hit.
If the sear was just holding the lock in the full cock position, the impact on the sear arm moves the sear so it releases the hammer or cock.
If the sear is engaged with the half cock notch, the impact of the set trigger's blow will often break off the small nose on the sear or, it will break off part of the half cock notch. Neither of these are good for your gun so remember, if the lock is in the fired position so the sear is not engaged with anything, it is safe to dry fire a set trigger.
If the lock is in the half cock position, NEVER dry fire the gun.