Hi
All our girls do their conditioning with ankle weights. Because they just started this, some have started with 1kg weights (on each ankle), and some (the younger and smaller 500g). They do it for most exercises aside from some skill based type exercises (eg casts, standing backs, punch fronts ect). It is most beneficial to use small incremental weight plates if possible, but usually that is a privilage most gym's/programs don't have.
Its pretty safe method of training for increasing intensity and overload to conditioning.
Pull-ups aren't all that specific to gymnastics, so will it help your gymnastics? Probably not, but it will help your pull-up strength. The strength gains from pull ups don't really correlate that well to too many gymnastics exercises in my opinion. Adding weights to gymnastics specific movements will be of most benefit (eg. split leaps, leg kicks, leg raises/lifts, L-sits etc..)