Worldsoul colossos casting copies
If you read the Gatherer rulings on Mirror March, they say


  If the copied creature has {X} in its mana cost, X is 0.


which comes from the comprehensive rules:


  107.3f If a card in any zone other than the stack has an {X} in its mana cost, the value of {X} is treated as 0, even if the value of X is defined somewhere within its text


The Colossus is on the battlefield when the Mirror March tries to copy it. The battlefield is not the stack, so X is treated as 0 for all the copies.

So yes, the copies will all come into play with zero counters and die, unless you have any other effect that boosts them immediately, like Glorious Anthem.