I made me a “safe direction” by filling a box with thick cards. The cards are thick enough that they will stop a .40 caliber round (I tested it). Prior to this, if I was dry firing, I would aim at my brick fireplace. Then I got to thinking what would happen if I did accidently fire a round at the fireplace? The round would ricochet sending fragments of bullet and bricks back at me or somewhere else in the house. So I made the box. Where is your safe place?