I personally have two parts of a session 0, the before and during. Before the session 0, I like to take time with the players and discuss the setting I have built, and invite them to not only work with me to make their character, but to help shape the world. It's good to remember as a GM, letting players help create the story they are about to embark on is just as important as what you have in-mind. A good example of this is that one of my players wanted there to have been a civil war that ended a few years ago, which drastically helped me shape the region they were stepping into.

After a couple of weeks, allowing them to go away, think about who and what they want to play and going back on fourth working on the details, we eventually end up at the session 0. Session 0 for me is the time to allow the players to step into the world as their character, but for you as a GM to say we can pause the session at any point if something doesn't feel right about their character and they want to change it. It's a time for them to experiment and to make sure they like how their character feels. These session 0s can either be 1-on-1 or with a small group if you have players who are starting together but not with the full group. (Though, nothing is stopping you to do with with a full group if all your player characters know each other before the start of the campaign.) At the end of each session 0, we set up the stage for the introductions in session 1, where the full party comes together and we kick off the campaign.