Snap caps are your friend.
Yes if the owners manual says its OK then its OK but I would definitely use snap caps anyway.
Yes, the first thing you should buy after getting a new gun would be a set of snap caps if you dont already have them in that caliber.
Use them to practice loading and unloading the weapon until you are proficient in the process.
You can also use them for any training that doesnt involve firing the weapon and you can slip one or two into a magazine with the regular ammo to practice clearing misfires.