Those specials should show in sequence on the post-play screen and the continue watching hubs. There’s no mechanism in Plex to show them inline the regular seasons (though there’s a long-standing feature suggestion for that – it seems users are kind of interested but not enthusiastic).
The workaround you describe should work for mp4/m4v/mov files from which Plex will read embedded metadata… I haven’t tested this – I suppose you might have more trouble assigning an episode 0. There’s no way to “download the good stuff” and then move the file/item to another spot.
