I’m not 100% sure what you mean by “grade” in reference to a USB cable. Are you talking about which USB specification they’re compliant with, or some other, arbitrary audiophile “grade” designation?
Either way, my standard USB cable for DAC reviews is currently the AudioQuest Diamond.
If you have a suitable transport with a COAX output, and you don’t need support for high-bit-rate source material (more than 24/192 for PCM or single-rate DSD/DSD 64 for DSD), then there’s no reason not to use it - especially if using the built-in headphone output.
You might hear a difference in a super-resolving chain (external amp, TOTL cans), but otherwise it’s doubtful you’d notice, and you’d have to be listening for specific differences even then.