I haven't tried the 0% setting on road courses.
About the sensitivity setting, you're right, at first when you go from 50 to 33 and then to 25, if you want to try, it feels that you have to turn the wheel too much, but when you try it out for a while and get used to it, your lap times don't really improve much, at least it didn't for me, but you get a lot of precision on your car, that's how I felt with the 0% setting.
Also the deadzone, was the biggest thing that hurt me, not because it slowed me down, but because at times when running close to other cars, I would end up hitting them, the wall or the apron, so that 2% deadzone might be a not a good thing on those settings.
All in all the 0% settings just give more precision, I think they're worth the try, only that you have to try them for a while so that you get settled in them.