An XPath expression like this is what you're looking for:
//ModuleName.Customer[not(ModuleName.Customer_Order/ModuleName.Order)]
This will retrieve all customers that don't have any orders associated with them.
Note that in a Microflow retrieve action for ModuleName.Customer objects, you'll only need to type the part between the brackets ([ and ]).
That is exactly what I was looking for. This also solved my heap-problem I asked a question about in this form.
Thanks Alexander.