Oh wait I just realized this was in the roy thread.
Forget what I said about the percents and stuff in my first post completely
Yeaaah unfortunately %s are a little bit different with Roy due to his more powerful up-throw. Still, you covered a lot, most important difference is that Roy's up-tilt kind of sucks for leading into regrabs.
So really to address OP, I'd have to say that there really isn't any great way of getting zero to deaths on spacies using FD that doesn't typically involve the spacie having to screw something up. But I'll go ahead and explain what spacie 0-deaths usually look like.
First off, you need a grab, thankfully this isn't all that hard to get. If you can't abuse your movement, dtilt-grab is always great. So now that you've got your grab (at 0%), upthrow! For the lowest %s, you can cover all DI options with two choices: Grab, or turn around grab. Learn to recognize the DI of your opponent to know when you'll need to turn around to grab (lvl 1 Fox is great for this). Now as you do this a couple of times, your opponent will hit the % where DIing forwards will take them out of the range of standing grab (for Marth this is like 16%, on Roy I think it's a little bit earlier, I just use visual cues. *All %s given are for Fox, Link24a explained the relationship of Fox/Falco chaingrabs already). Now if they DI this way, you'll have to walk forward/dash forward and grab them. As the chaingrab continues from here, you'll hit the hardest %s to cover (for Marth this is the 20%s range, this is sort of similar with Roy). Spacies familiar with Marth's CG may try to do the slight DI behind (this forces Marth to pivot grab). As a Roy player that learned Marth CGs, I like to just pivot grab here, but I have heard that this is not necessary with Roy (cannot confirm). Furthermore, you will hit the point where DI behind forces Roy to dash behind to regrab (fairly hard to do at the lowest %s this is required).
Ending the chaingrab in a way that leads to a true 0-death is really the hardest part (especially against a good spacie). Around 30%ish you'll be presented with the opportunity to f-smash the spacie out of up-throw. You'll have to make a decision here of whether you want to take the free fsmash or continue the CG (I would only f-smash if it would lead to a good edge guard opportunity that you know you can cover). The problem that will present itself is that the CG lasts long enough to the point where upthrow -> anything -> fsmash no longer works, so the range at which the CG ends isn't actually so relevant against a good spacie. For the sake of information, I'll go ahead and say that spacies can jump/shine out of the CG somewhere around 60% (maybe lower for no DI). Upthrow-Fsmash on DI away stops working a little after 40%ish, but you can extend the % range this works at by a small amount by doing dash forward-> pivot f-smash. This will only hit with the strong hitbox for a short while longer before the spacie gets hit by the weak tip or can DJ out. Roy can also try to do upthrow-> strong falling upair -> fsmash as well, but spacies can usually DJ, shine, or airdodge out of this after the upair even with incorrect DI (still great against those who don't know the MU). I think this may be guaranteed at certain %s though, so don't disregard the option as it may allow you to land an fsmash at a higher % than upthrow-fsmash would work at which can lead to easier edgeguards or straight up kills. Beyond any possible upthrow combos to fsmash (after 60%ish), your best bet is to force an edgeguard with upthrow -> nair (this works until about 100%).
The player's decision on how to end the CG is very important, as ending it earlier can be preferential to gaining additional guaranteed %. If you upthrow Falco at the ledge at 30% and he DIs offstage, an fsmash is almost certainly better than throwing him more and grabbing him across the stage until your best bet is trying to launch him across the stage with an fsmash with only ~20 more percent (allowing an easy phantasm sweet spot before Roy can get to the ledge). Good spacies will almost never give you this opportunity if they know what Roy wants. Furthermore, over the course of a set, spacies will likely adapt to make your chaingrab at best lead into an edgeguard.
Completing your 0-death will usually require you to successfully edgeguard the spacie, so don't forget all of your options there. An f-smash or nB can cover poor recoveries, but sweetspots may require a run off fair or ramen noodles. Bad firefoxes/birds below the stage can be countered. Good edgeguarding is essential to 0-deaths, so don't neglect this in favor of practicing chaingrabs. A simple dtilt->fsmash or dtilt->pivot fsmash to a successful edgeguard is just as valid a 0-death as a perfectly executed chaingrab.
I may need to go flesh the %s out a little bit more. Unfortunately, I usually just pick Marth so I know those %s exactly, but Roy %s are a little fuzzy. I may get back to this with a more defined guide, this is really just a sort of rule of thumb thing.