Make it hollow, and make things happen inside.
Gravity inside hollow planet would be small, because inside a planet, only mass of what's "below" you matters. There will be hardly anything closer to the planet's core than your people, so gravity would be negligible.
Atmosphere inside would create substantial gravitational pull, but you decided you don't need it.
As you can read on Wikipedia, the fact that our Earth is not like your world was a proof we are not living inside, but on the outside.
This was first shown by Newton, whose shell theorem mathematically predicts a gravitational force (from the shell) of zero everywhere inside a spherically symmetric hollow shell of matter, regardless of the shell's thickness.
Only problem is hydrostatic equilibrium - You either need some unobtanium, or make it really small. Well under planetary size.
The smallest body confirmed to be in hydrostatic equilibrium is the icy moon Rhea, at 1,528 km, whereas the largest body known to not be in hydrostatic equilibrium is the icy moon Iapetus, at 1,470 km.
Hollow sphere is really far from equilibrium, so you would need to get significantly under 1,470 km