First of all, it would be useful to know what PSU you currently have or intend to use, and what motherboard. Things like the grapics card or other components which has an significant impact on the required performance of the PSU, would also be helpful to know about.
But for a more general answer, I've seen lots of pepole claiming, that even for the 9900K, one 8-pin 12V EPS connector should be sufficient, even for keeping very high overclocks stable, if the motherboard is of high quality and the VRM design is capable of handling the increased power draw, and is also able to disssapate the large amount of heat generated, to avoid potential VRM thermal throttling reducing CPU performance.
The extra 4-pin, or as in your case the extra 8-pin, is supposedly more important for supplying extra power for multi-GPU purposes, and of course also partially for increased stability.
I have not personally tested both types of setup, but it is certainly something which is frequently discused online. Some agree while others don't.
But considering the way you ask the question in the thread title, it sounds to me like your PSU has two 8-pin 12v EPS connectors, and if that's the case, I would personally use both. I can't see any downsides to it, and if it is actually able to provide additional overclocking stability, why not connect both 8-pins, since overclocking is important to you?
But if you currently don't have a PSU with dual 8-pin 12V EPS connectors, or don't have the cables needed, you should still be able to work your way towards the planned overclock, and see if it will work for you.
If you feel like you are being held back by a lack of sufficient or stable power, you can upgrade to a suitable PSU of good quality with the required connectors
My own motherboard has an 8-pin with an additional 4-pin 12v EPS connector. Eventhough I do not overlcock, I have both the 8-pin and the 4-pin connected, since I have the cables and plenty of outputs available on the PSU.
I'm sure it is not really necesseary, but since I don't see any real downsides, I've personally decided to use both cables anyway.