I think your solution is best way to do it. But if you want another solution, you can create a new dictionary with using the keys from old dictionary without including your specified key, like this:
>>> a
{0: 'zero', 1: 'one', 2: 'two', 3: 'three'}
>>> {i:a[i] for i in a if i!=0}
{1: 'one', 2: 'two', 3: 'three'}