I was thinking a new type which remembers the number of digits in the
original and recreates it on output.

class MyHex {
  int width;
  int value;

  public MyHex( String s ) {
    // Count some hex digits, maybe the leading 0x should be removed?
    width = s.length();  // TODO: Too simple by far....
    value = Integer.parseInt( s, 16 );
  }

  public String toString() {
    String formatString = "%0" + width + "x";
    return String.format( formatString, value );
  }
}

All this totally off the top of my head, I didn't check the APIs at all.
 Also not it's syntax checked.  This is just a general outline.  And
MyHex should probably extend Number, but I didn't look into that either....