What you describe is often described as the "ANTI JOIN" concept in SQL. I would recommend indeed to accomplish this using a SQL script recipe in Dataiku.
Unfortunately, there is not a common syntax for ANTI JOINs in SQL, as for regular LEFT/RIGHT/INNER/... JOINS. Depending on the flavour of SQL database you are using, you can look up the specific syntax you need. For instance, in PostgreSQL you can use a syntax like this:
FROM actor a
WHERE NOT EXISTS (
SELECT * FROM film_actor fa
WHERE a.actor_id = fa.actor_id
This is documented online in this article: https://blog.jooq.org/2017/01/12/a-probably-incomplete-comprehensive-guide-to-the-many-different-ways-to-join-tables-in-sql/. For other SQL flavours, similar articles certainly exist to help you write the right script.
Hope it helps,