Removing Zero Data

Use a databuffer, loop through the buffercell values, and check if the amount is zero. If it is zero, then set the datacellstatus to is no data and add those cells to a new buffer. After the loop is done, commit the new target buffer.

Yes, keeping the number of zero data to a minimum is good practice in terms of performance and storage. However, be careful with removing zero values in a live system, especially if you plan to do this in an Actual scenario (for statutory consolidation). If you do that, make sure to test this on a development application first and then reconcile the numbers against a copy with all the zeros in it. 
I would recommend not to do that on signed off and audited years and periods.

A long-term solution and generally recommended practice is to set the system up in a way that users to not enter or load zero values in the first place. Find out why that may have happened, and then either adjust it accordingly, or educate the users not to do this. And one also needs to adjust the business rules in order not to produce zeros in a calculation by using the RemoveZeros function where possible (Remove Functions (onestream.com)).