Disable link for empty category?

This is a very nice plugin!
I’d like to use it in a project where I create some sort of encyclopedia.
On the top of a page I’d like to display the letters A to Z (which are my categories), but instead of linking all letters (=categories), WP should add links only to the category names with articles in it, while the titles of empty categories should be displayed but not be linked to the respective category archive.
Is this possible (e.g. with somecustom function/filter)?

Thank you very much in advance!