This is easy to achieve in Funnelback 15.12. The displayed categories depend on the 'scope' option, available for custom facets and also from the advanced facet setting screen, available by clicking the 'view advanced controls' link.
Changing the scope to original query only or no scoping will result in zero counts being returned with the set of categories available to be displayed determined by the scoping setting. If set to original query only, zero counts will be returned if facets get selected, but not all available categories will be displayed. If set to no scoping then zero counts will always be displayed regardless of the query that is input and whether or not any facets are selected as the available categories are always displayed.
In Funnelback 15.10 and earlier zero counts are not supported and not really possible without quite messy custom code and should be avoided. If possible upgrade to 15.12 and make use of the new faceted navigation options.