Can I cast Killing Glare with X=0 while no creatures with zero power are on the battlefield?
No, you have to pick a legal target (a creature with power 0 or less) when you cast the spell, as instructed by the third step of casting a spell.


  601.2c The player announces his or her choice of an appropriate player, object, or zone for each target the spell requires. [...]


If you can't, any steps of casting the spell already taken are undone.


  601.2. [...] If, at any point during the casting of a spell, a player is unable to comply with any of the steps listed below, the casting of the spell is illegal; the game returns to the moment before that spell started to be cast [...]