None of them really mean anything for his name tbh. Unless you want to use the first one since the 祖寇 was used on his wanted poster.

Zuko's name was listed on a Fire Nation wanted poster as 祖寇.

In "The Tales of Ba Sing Se", his name was written as 蘇科 on his segment's title card.

In The Search Part One when Ursa writes a letter to Ikem, she writes Zuko's name as 豎髙.

祖寇 is the most commonly used (in the Chinese community) as the pronunciation is closest to Zuko. The only problem is that 寇 has meanings such as bandit and enemy, and thus is not an appropriate character to use in names, which is an issue often discussed, and which seems to have been deliberately used by the translator (i.e., Dr. Lee) in the wanted poster as a kind of pun, as if one would intentionally demean one's political opponents through propaganda. Similarly, in the LoK Korra's name was written as 寇拉 on Hou-Ting's wanted poster.

苏科 is a nicer name IMO. The first character also corresponds to his great-grandfather Sozin (苏进), as 苏 is a common Chinese surname. 竖高, on the other hand, is a complete mess, and Ursa's letter looks like it was machine translated.