Changing the format of drupal pagers numbers
There is a theme_pager function in drupal which help you to format pager. However i am not sure it can change the number from 1 to 01. 

But, You can achieve this style with few lines of jquery. I am not proficient in jquery bu t a rough code is given below which may help you

(function($){
    function pad (str, max) {
        return str.length &lt; max ? pad("0" + str, max) : str;
    }
    $( ".pager li" ).each(function( index ) {
         var number = $(this).text();
         if(number &lt; 10){
           var new_number = pad(number, 2);
              if(($(this).attr('class')) == 'pager-item'){
                $(this).children().text(new_number);
              }else{
                $(this).text(new_number);
              }
          }

    });
})(jQuery);


The output