Can I set an escalation delay of 0 minutes?

Not between levels — the shortest Escalate After is 5 minutes. Delay Before First Assignment does support Immediately , but that only affects how soon Level 1 fires, not the wait between later levels.

Can I delete a level after adding it?

Yes, using the delete control next to that level.

Create a policy

Open Policies and click + Add Escalation Policy.
Enter a Policy Name.
Set Delay Before First Assignment — how long Oppex waits before notifying Level 1 at all. Choose Immediately, or 5, 10, or 15 minutes.
For each level, choose a target:
- A specific User, or
- A Schedule or Rotation Policy — whichever your account uses for on-call. Only one of these two options is offered; which one depends on your account's configuration.
Set Escalate After for that level — 5, 10, 15, 20, 30, 45, or 60 minutes.
Click + Add Level to add another level, or repeat for as many as you need.
Set the policy-wide Contact Method — any combination of Email, Message, Phone, and WhatsApp — and # of reminders (No reminders, 1 Time, or 2 Times).
Click Create Escalation Policy.

A level needs a real target

A Schedule or Rotation Policy level must point at an actual schedule or rotation — an empty level is rejected. A User level needs a person selected.

Contact Method and reminders apply to the whole policy

They aren't set per level — every level in the policy uses the same contact methods and reminder count.

Each level has exactly one target

To page more than one person at once, point the level at a schedule or rotation whose layer is set to notify everyone at once, rather than adding a second target to the level itself.