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Matt, I believe this article in the Knowledgebase addresses your situation - Dropping leading zeros for Dependent SSN (Article ID - 55839). You can locate the article in the Knowledgebase by searching for the article title, or the article ID. Hope this helps.
Eric - that is correct how it is displayed, but the real issue is the leading zero is not pulling into Aatrix to complete the 1095/1094-C forms. Do you know how to get the leading zero into Aatrix?
Matt, it looks like there is a separate article that addresses the leading zeroes in Aatrix being dropped. The one I suggested before was regarding how they are not displayed in the user interface in the Payroll module, I thought that was what you were asking about. I think article ID 72709 is the one you need.