0 psi on the stand will probably not harm anything. In use there will be a little pressure as shocks compress. I can't say for certain though. I suggest you contact the manufacturer to be sure. There are other ways to lower the bike further if need be.
I run my OEM '83 shocks with no air all the time and they still work fine with or without.
I'd send Progressive a message, better safe than sorry. Those are expensive shocks.