Maybe someone else has an alternative. This isn't exactly what you are looking for.
Do an ANYCLOSE on the dataset so it triggers every time they close it. Empty or full.
Then add the IDCAMS shown below in the first step of the job. It will get a RC 4 if the file is empty.
Use IF/cond logic in the JCL to skip the remainder of the job.
With IDCAMS
//INDD DD DSN=INPUT FILE,DISP=SHR
//OUTDD DD DSN=OUTPUT FILE,DISP=SHR
//SYSIN DD *
REPRO INFILE(INDD) OUTFILE(OUTDD) COUNT(1)
/*
IF THE FILE IS EMPTY IT WILL SET RC=04
Just a thought