You don't choose a target for Wick's Patrol's ability at the time it triggers. Rather, a second "reflexive" ability triggers when you mill three cards this way. You choose a target for this ability as it goes on the stack. Each player may respond to this triggered ability as normal.

The value of X is calculated only once, as the reflexive ability resolves.

If your library has two or fewer cards in it when Wick's Patrol's ability resolves, you'll mill as many cards as you can, but the reflexive ability won't trigger.