For cheap thrills, assuming all you need are the file names 0000 .. 9999 in order, I benchmarked the three offered solutions as shown below.

WoW!!!
Isn't it amazing what random things can be learnt in the Monastery?

I had no idea it is so easy to benchmark different ways of doing the same thing...although, thinking about it, it's pretty certain that someone would have thought about doing it and created a module to make it easy.

That is one of the beauties of Perl - we are standing on the shoulders of giants (or at least, following the CPAN road).