A lot of people do let their females go through the entire process of incubating dummy eggs, and they will eventually give up on them when they don't hatch.
In my opinion this is not necessary. Sitting on eggs and being dependent on the male bird for feeding is a lot of unnecessary work for BOTH birds. If you take the eggs away as she lays them, then she won't have anything to sit on in the end. Budgies will only lay a set number of eggs, so don't worry about her laying and laying and laying just because you're taking the eggs away.
Another option is to get a second cage for Mickey when she goes into breeding condition. You can keep her separated for a month or so and this will prevent them mating as well. You can definitely keep the cages side by side though so they still have each other for company.
Make sure that there is a cuttle bone in her cage as a calcium supplement.
And don't panic.
Just because you have a male and female doesn't necessary mean that they are going to mate. My Lemon Jelly and Carl have been housed together ever since they were young, (5 years now) and they have never even shown any interest in mating. They are best friends, but not lovers.