All trusted sites require at-least 1 confirmation before the funds are available to play and 3 confirmations before the same are available for withdrawal. It is the security measure which a Gambling site must take to prevent any sort of double spent attempts.
Not really, satoshimines and pocketdice is a great site and they allow you to play with 0 confirmations but of course there is a risk with receiving deposit for 0 confirmation
I think most of the sites allow you to play after 0 confirmation deposit, but allow you to withdraw only after 1-3 confirmations on the blockchain. Good sites with 0 confirmation deposits are Coinroyale , Cloudbet .
Coinroyale accept deposit at 0 confirmation and it shows at your balance but you will still need 1 confirmation before the system allow you to play there. I've tried it myself