I dry burn as often as needed, depending on the the type of juice I use. Definately only with silica or stainless steel mesh. Ekowool is another type of silica. It is recomemended to torch any residue of the ekowool/ silica to get a cleaner taste. It is also a great way to make sure you are using a good silica. Any silica that can not take a good orange hot glow, is not suitable or safe to use.
I rinse my wick and coil with hot water, then I soak it in the hottest tap water for about 5 mins or so, Take it out, damp it on a towel to get the excess water off and dry burn. I do 5 seconds at a time, till water evaporates and the gunk burns off and the coils and wick are white again. I will sometime get a bit of residue on the coils, so I have these tiny brushes I use to brush that off. If there is still some gunk I repeat. Sometimes if your juice is dark, it will stain but as long as your coils are almost the same colour as the wire when unused, you are ready to go again.
If your silica gets burned its either not good silica or you have a short and its burning.