I recently read "Oh, oh, zero!" by Charles Bigelow, where he mentions that Lucida Grande contains an alternative glyph for zero that is slashed:

"In Lucida Grande, based on Lucida Sans, the numeral one is reworked with baseline serifs but the default zero and Oh are the same as in the original version. The Lucida Grande font also includes both slashed and dotted versions of zero, as well as a seriffed variant of capital I, but these are not the default forms."

Intrigued, I went poking about macOS's font book, and sure enough it's there; but it's not accessible via the standard OpenType alternate style sets. However you can get to it quite easily with a little lower level glyph substitution.

Here's a patch for fontsrv for macOS that substitutes the slashed zero when available. It's very pleasant to use in practice. (Small screenshot attached.)

-m.