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I just checked and it's already feasible, under the following conditions:
the data file specified in the first line of Config_Data.txt has to exist (even if it's empty).
nHeaders and nObs (lines 2 and 3 of Config_Data.txt) have to be consistent with the content of the data file. The easiest way to go is to set nHeaders=0 and nObs=0 and leave the data file empty. Alternatively you may set nHeaders=1 and nObs=0 if you prefer to still write headers in the data file (and no actual data after that).
Please check that it allows implementing what you want to implement @IvanHeriver and @JeromeLeCoz, and if so, please close the ticket.
It would be useful to allow Bayesian inference with no observations (eg rating curve without any gauging).
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