Magic number of a given length

JavaScript (Firefox 30-57), 77 bytes

f=n=>n?[for(s of f(n-1))for(c of"0123456789")if(s.search(c)+(s+c)%n<0)s+c]:[""]

Edit: Saved 1 byte thanks to @edc65.

Jelly, 20 17 16 bytes

QḣQV%S
ØDṗçÐḟRj⁷

This is very slow and memory intensive... Try it online!

How it works

ØDṗçÐḟRj⁷  Main link. Input: n (integer)

ØD         Yield d := '0123456789'.
  ṗ        Compute the nth Cartesian power of d.
      R    Range; yield [1, ..., n].
    Ðḟ     Filter false; keep strings of digits for which the following yields 0.
   ç         Apply the helper link to each digit string and the range to the right.
       j⁷  Join the kept strings, separating by linefeeds.


QḣQḌ%S     Helper link. Arguments: s (digit string), r (range from 1 to n)

Q          Unique; deduplicate s.
 ḣ         Head; get the prefixes of length 1, ..., n or less.
           If s had duplicates, the final prefixes fill be equal to each other.
  Q        Unique; deduplicate the array of prefixes.
   V       Eval all prefixes.
    %      Compute the residues of the kth prefixes modulo k.
           If s and the array of prefixes have different lengths (i.e., if the
           digits are not unique), some right arguments of % won't have corr. left
           arguments. In this case, % is not applied, and the unaltered right
           argument is the (positive) result.
     S     Add all residues/indices. This sum is zero iff all digits are unique
           and the kth prefixes are divisible by k.

MATL, 30 bytes

4Y2Z^!"@Sd@!U10G:q^/kPG:\~h?@!

Try it online!

It's very slow. For input 3 it takes a few seconds in the online compiler. To see the numbers appearing one by one, include a D at the end of the code.

Explanation

4Y2       % predefined literal: string '0123456789'
Z^        % implicit input. Cartesian power: 2D char array. Each number is a row
!         % transpose
"         % for each column
  @       %   push current column
  Sd      %   sort and compute consecutive differences (*)
  @!U     %   push current column. Convert to number
  10G:q^  %   array [1 10 100 ... 10^(n-1)], where n is the input
  /k      %   divide element-wise. Round down
  P       %   reverse array
  G:      %   array [1 2 ... n]
  \~      %   modulo operation, element-wise. Negate: gives 1 if divisible (**)
  h       %   concatenate (*) and (**). Truthy if all elements are nonzero
  ?       %   if so
    @!    %     current number as a row array of char (string)
          %   implicitly end if
          % implicitly end if
          % implicitly display stack contents