It's definitely possible. You can either change HTC's lua code yourself (hard unless you know how to write code) or you can use Cookie's Home Tab 2.0 (easy since he already did it, but it may come with more options than you want...though you can turn most everything off). His clocks/ones others have made can have the option for a 24 hour format that shows the leading zero. You can see an example of a typoclock with the leading 0 in the thread below:
[UPDATE 5DEC: Personalize! ]CHT2.0 WIDGET TypoClock - xda-developers