We played "Session 0" last night. 16 zero-level PCs went into the funnel, about a third are dead. We'll probably finish the adventure next time and do some leveling up of the survivors. I decided to set things up to use a version of my Kelvernia setting for any actual campaign play. We'll see what happens next.
Overall, I like the idea of the zero-level funnel, but it's probably best if it doesn't go on for too long. The proto-PCs are so very fragile, and they can't do any of the really cool stuff "full" PCs can (Mighty Deeds, Spells, etc.).