Well,
If you say a lot of the links have a Majestic SEO citation flow of zero and a Majestic SEO trust flow of zero. Then I would not be worried about removing these links affecting your Da or Pa. They have zero trust flow.
I would def. get rid of sites you think are giving you a penalty. If you need a site review to remove a manual penalty, They will be wanting to see that you made an effort to clean up the bad link profile, not just added some new links.
As well if your site is under a manual penalty, then the new links you build may not be allowed to flow trust fully to your credit.
I would spend a few weeks cleaning up bad links than after that split the time half and half building new high quality links and removing the bad ones.
Hope that helps.