I tried without success to make a regex that would reject an empty string. When I fixed it I added a required field validator since I could not get the regex to do what I wanted.
Maybe it could work with a non empty value like "none" and then possibly a regex that will reject that word. I didn't try that and I'm no regex expert myself.
If you can't get that working then maybe remove the empty choice from the list and make the most common choice the first one. Probably people would change it to what is appropriate especially if no empty choice exists.