There are no eBay tools to prevent "zero feedback" bidders from bidding. The closest thing they'll let you do is block buyers with a feedback rating of -1 or lower.

You can also block buyers who have received two "unpaid item strikes" within the last 30 days.

You can also block buyers who are registered in countries to which you don't ship.

You do have the option of canceling bids. You also have the option of adding any particular user ID to your "blocked bidder list" on eBay (for all the good it will do you; they can always cook up a fresh user ID if they wish).