At one point, SAAMI, the Sporting Arms & Ammunition Manufacturer's Institute, mandated that dummy ammo be colored black. If you want to make your own dummies/snap caps, I would turn a piece of nylon or delrin rod to fit the primer pocket and press into place. Fill the case with epoxy or a wooden dowel and seat a bullet to the appropriate depth. Use brass black to color the case or drill a couple of 1/8" holes through the sides of the case to give a positive visual means of identification that it's a dummy round.
One other detail...if you are going to use dummies to check function in a tube magazine rifle, make sure that the primer pockets are filled...silicone sealant, delrin, nylon, whatever...so that the bullet doesn't jam into an empty primer pocket and make you think you've got feeding problems. Been there, done that!