We don't set 0s at my shop either. We set TDZE (rounded up to nearest hundred so 48' we'd set 100) at GS capture for an ILS or on an LNAV/VNAV we can set TDZE when cleared the approach and on a published segment (and in VNAV). Outside of that the lowest we can set is FAF altitude (again if in VNAV). We set MA altitude at our 1000' foot call.