True that covering the filter can push some dirt in, and also true that pinching the fuel line makes it lean. But when you pinch the fuel line, the car only runs lean for a second. You engine will still have enough lubrication on the parts during that second to protect the engine. The reason it is bad to run lean is because the oil is mixed in with the fuel, and if your engine is not getting enough oil on the parts, it will cause premature wear. But if you engine has been running with enough oil to lube correctly, the short amount is time with little to no fuel will not harm anything.

I never cover the exhaust anymore, I always go for the fuel line or flywheel. Unless I just want to run out of fuel.