If you are burning in highlights then a #5 filter will give higher contrast - along with more grain, as previously noted. Burning with the same grade as you are using for the rest of the print may work best. Burning the highlights with a #00 will give about the same results as flashing.
If you are flashing to bring up the highlights then a #00 is, theoretically, the filter to use. In practical terms, however, it makes no difference. You can use the printing grade or white light to equal effect.
Giving an extra exposure with a #00 - such as using a #00 and a #2 1/2 - is the same as using split grade printing: the result will be a lower contrast print overall. Note there is no requirement for using only a #00 and #5 for split grade. Many split grade printers prefer a #0/#4 choice as they feel it gives better control; very few prints are made at the extremes of the contrast range. If you want something between #2 and #2 1/2 you can split the exposure between those two filters.