Just don't ride it and you'll be fine. I drag race and my clutch is still in excellent condition. In fact, I just twisted the half shaft last week and still no clutch problems. Clutches burn out from being ridden. That is, leaving it half out while taking off or driving around. It's basically just a couple plates that use friction. It's like rubbing your hands together, if you keep doing it for a long time, they'll get hot. If you do it for a second and then hold them together (clutch out) or pull them apart (clutch engaged), your hands will cool off. Just like a clutch.
To answer your question. Letting your clutch out without any gas just requires engaging your clutch more slowly. More slowly means your clutch stays half engaged (or rubbing together) longer, which means more heat is produced, etc. It doesn't hurt once in a while, but I wouldn't make a practice of slowly engaging the clutch, you will undoubtedly shorten the life of your clutch that way.