I think it may be better to initially gently grab a dragonfly by its body with perhaps part of its wings (unless the dragonfly is calm, then go straight for the wings), and then carefully transfer it by all four wings to your other hand. This technique reduces the amount of time a dragonfly thrashes around in the net.
If you don’t have all four wings then the dragonfly can easily damage its wings in an attempt to escape.
Larger dragonflies can be handled by their legs.
I have heard that it is safe to grab a butterflies wings. Yes, you will likely rub off some of its scales but the wings themselves should be OK.