I would be extremely surprised to learn that a doll's head had snapped off because of the lack of the resistance of snap caps when opening a gun. I do believe, however, that the stop plate at the end of the doll's head might become distorted or broken away from repeatedly opening the gun without snap caps.
The nicest snap caps I have ever seen were those turned from discarded Damascus barrels. They are absolutely lovely... pricey, but lovely.
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