I disagree that session 0 necessarily eliminates this. A couple of the worst offenders I've seen in terms of how they didn't work with the setting were created in session 0, and seemed a lot more reasonable when they were just on paper (though there were usually warning signs - but perfectly fine characters often have those too - I've had a couple of CoC characters myself who on paper probably looked like bad news but were good characters who died horribly without firing a shot just as they should). Further, it's usually one player, and it's usually one who doesn't want to make a fuss, in my experience. Sometimes, too, the players say they're adhering to the setting, but again on paper that may appear to be the case, but in practice they're causing a problem - and sometimes it's just from not understanding the setting, which is often on the DM/storyteller for not explaining it properly at the start.