Zero is normal. You tighten to a very slight preload on the bearing. With the wheel on the ground or jacked, grab the top and vigorously shake the tire in and out and feel for any slop.

What about loose lug nuts? Was the disk seating surface on the hub cleaned on both sides? Is there any wheel runout?

Is there any sponginess on first engagement of the brakes? This happens when there's slop in the bearing or wheel, and the piston has to center up the disk before it can clamp. May also be evidenced by a minor veer on first braking as the sloppy side hits the pads first, or the non sloppy side clamps first.