If you need strings, then you can just create the symbolic list first and transform every entry into a string afterwards:
ToString[#, TraditionalForm] & /@ (Range[0, 3] Pi/\[Tau]τ)
If you have assigned a global value to tau
and you can, as Marius already pointed out, use Block
to localize the variable
τ = 4;
Block[{τ},
ToString[#, TraditionalForm] & /@ (Range[0, 3] Pi/τ)
]