There are hardly any books that I want to read in that library.
There are hardly any books which I want to read in that library.
There are almost no books that I want to read in that library.
はい、この場合は関係代名詞である"that"、または"which"を使うことができます。
"There are hardly any books"=「ほとんど本が無い」を別の言い方ですると、三番目の文章のように"There are almost no books"というフレーズも使えます。
Another similar example:
"The kind of vegetables that I am looking for cannot be found at this store." (この店では、私が探している種類の野菜は見つかりません)