There's no security risk with exposing your public address, but it is a privacy risk. If you don't want that address to be connected to another public address you use, then transfer the amounts from an exchange (they mix coins and give new addresses for every transaction on many exchanges.)
Really though, as long as you can access the public key through the private key multiple times, there's no reason to test it through transactions. You're only testing to make sure the network functionality works for your wallet by doing that, not whether or not you can access the wallet. It's pretty safe to just double/triple check that your private key accesses the same public key.
I say private key, but it could be mnemonic seed phrase or whatever else is used to derive the private key too.
RE: Tomshwom's Advanced Crypto Security Guide (Part 3) - Creating a Secure Wallet