From time to time I've run into the same issue. There's no solid answer; this is one solution, though it's limited.
MVI FIELD,C' '
DATA DC P'01021948'
FIELD DC 0C'0MM/DD/YYYY',C'0',X'2120',C'/',2X'20',C'/',4X'20'
My date is different than the date you proposed, though it presents the same problem. The way the fill character is specified for ED instruction formats is a bit clumsy - and this situation really clarifies it. One would wish for a better idea, but it's way too late now!
Just this morning I wrote code to format mm/dd/yyyy, though the date I started with was PL4'cyyddd' Getting month and day of month from that mess is moderately painful. I formatted mm, dd and yyyy as separate fields using UNPK rather than combine them into P'mmddyyyy'
I've been using the method to define complex ED instruction formats like in my little example and I think it works pretty well. It's better than memorizing character codes, like the / in the format. Oddly enough I had been thinking X'61' for the /, and that turned out to be correct. X'F021206120206120202020' - the "standard" method - is pretty hard to digest, and very easy to screw up.