Deliveries are created collectively using VL10. 

In the definition of delivery item category 0VLP, there is a field Check Quantity 0. 

Set the value to B or C. 

This will prevent delivery with zero lines from being created.
 

However, if you want to include zero quantity items but if they are all zero, you do not 
want to create the delivery then you have to used the user exit USEREXIT_SAVE_DOCUMENT_PREPARE.
 

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