He feels absolutely no remorse over the murdering of good ol' Handsome Jack. Nobody does, to be honest, the only thing Zer0 isn't too happy about is that it's obviously bothering Angel. He'll just blame Jack for that one, too. Everything is Jack's fault.

"That's... not quite the case. / Jack managed to kill Roland, / the rest aren't thrilled."

Sorry about tossing more bad news onto the pile, Angel. Zer0's bad at this.