I work at a flight school and asked the question there.

The unanimous answer was "no zero", with the addendum that if your concern is
confusion at Runways 2/20, adding a zero to Runway 2 may *increase* the risk of
confusion since hearing a zero at all could mislead a person to think it's
Runway 2-0 (there's no zero in Runway 2). Without the zero preceding Runway
Two, there's no mistaking it and no chance of transposing numbers because one
is a single-digit and the other isn't.

No substitute for button/speak technique, timely and concise
self-announcements, listening carefully and ASKING if there's uncertainty. Goes
w/o saying, yes?