#CJam, 31 bytes
24,"03"m*{':*''\s4Ue[0''',N}/;;
This is pretty straight forward:
24, e# get the array 0..23
"03" e# put this string on stack
m* e# do a cartesian product between 0..23 and ['0,'3] array
e# now we have tuples like [[0 '0], [0 '3] ... ] etc
{ }/ e# iterate over all such tuples
':* e# join the pair with : tuples become like [0 ': '0]
''\ e# insert a quote before it
s4Ue[ e# convert the tuple to string and make sure it has a
e# padded zero before 0 to 9 hrs
''', e# put two characters, quote and comma
N e# put a new line
;; e# remove comma and new line from last line