A, copper and dilute hydrochloric acid will not react, there is no temperature change, so A is wrong;

B, iron oxide and hydrochloric acid can react to generate water and ferric chloride, so that the pressure in the bottle has not changed, so B is wrong;

C, sodium chloride does not react with water, does not dissolve, does not give off heat, and the pressure in the bottle is constant, so C is wrong;

D, manganese dioxide reacts with hydrogen peroxide to generate oxygen, which increases the pressure in the bottle, so D is correct.

So choose D.