What is the purpose of setting zero thrust?
If you consider that question you will realize that in order to simulate a situation where there is minimal drag i.e. feather, you will need to produce some thrust to offset the drag of the windmilling engine therefore you need to have some pitch but not full course (feather). From memory in a Chieftain we set full fine and about 17" of manifold pressure. I could be wrong, it has been a long time.