Split filtering is nothing more than the use of more than one contrast grade filter to print an image on variable contrast paper. "Split grade" printing is simply a type of split filtering but one in which you typically use only the hardest (highest number) and softest filters (lowest number).
Please note the following: Unless you are making different local exposure adjustments (ie burning and dodging) during each of the two exposures in a split filter print, there is no difference between using split filtering and using a single filter grade somewhere in between the two split grades. So in your example, if you are simply dividing the total print exposure into two exposures with the 0 and 3 1/2 filters, you could make the same print with one single exposure and a single filter somewhere in between 0 and 3 1/2.
Before proceeding, based on your post I suggest getting some good preliminary info on variable contrast paper/filters and printing. See below from Ilford. If will help you better understand what the different filters do.