My guess is it is chasing the beam. Change the border color from black to your sprite color, then back to black again. The change takes a minimum of 4 cycles (store absolute), which I think explains the thickness of the numbers. Some calculations involving the PAL scan line frequency could confirm if 4 cycles is quick enough.
edit for further detail:
This would be used for one of the numbers, with the other 8 using sprites.
As mentioned in other posts, the trick is using multi-color sprites to look like multiple single-color sprites.
I did the scan line frequency calculations, and my though of changing the border color would not work. In one cycle the scanline advances 8 pixels, so toggling the border color would be a minimum of 32 pixels in width.
edit for further detail: This would be used for one of the numbers, with the other 8 using sprites.