Probably not the most elegant of solutions however when we used BCP to export data with leading and trailing zeros we converted depending on which way we were going.

DECLARE @something AS VARBINARY(MAX)

DECLARE @somethingelse AS NVARCHAR(MAX) = '0X08200000018E15430000'

SELECT @something = CONVERT(VARBINARY(MAX), @somethingelse)

SELECT CONVERT(NVARCHAR(MAX), @something)