If all damage from a source is prevented (because of Pay No Heed, for example) or if a source would deal 0 damage, the effect of Pyromancer’s Gauntlet will not apply as that source is no longer dealing damage.

Pyromancer’s Gauntlet doesn’t change the source or recipient of the damage.

If damage is being dealt to multiple players and/or permanents at the same time, the damage being dealt to each one is increased by 2.