They still haven't put this into Word on macOS. The correct solution is to go to macOS's "Show Emoji & Symbols," go down to Unicode at the bottom of the sidebar, scroll to row 2000, and double-click that row under the B column to insert the character ZERO WIDTH SPACE.
I had to do this once today, so I know it works. You can probably set an autocorrect for this in Word, but I haven't tried that.