Steelworx. Have in various calibers and all mine are stainless steel.
Have some A Zoom snap caps in various calibers that never gave me any problems over the years but the oldest ones are looking rough around the neck. I think they're aluminum.
If your Henry is rimfire that'd be worth mentioning. I have some soft rubber .22 snap caps but they're only good for manually inserting in a chamber, they won't cycle in a mag or tube. The Steelworx .22 dummy caps cycle in tube & mag fed rifles just fine but they're stainless steel. Stellworx thinks that's fine but could be hard on a firing pin with repeated use, but still better than firing on an empty chamber.