I've done it both ways. For the first half of my career, I did individual digits. Bktballref then convinced me that reporting the number meant a number, not individual digits. I haven't had any significant problems with either approach. If you speak clearly and give strong signals, it probably doesn't matter which way you do it.
But just so I can say I'm following the manual, I now say "twenty-five", rather than "two-five".
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