You can throw martial arts. It doesn’t actually leave your hand and does 0 damage, but you can still headshot with it and train throwing.
Even better, you can target yourself, training both throwing AND dodge at no risk to yourself.
Shadow boxing at a whole new level, or ventriloquism karate, as some people have stated.
edit:self-throwing for +dodge doesn’t appear to work in .5, it ends up in your inventory instead