dicionario = {
    (0,0,0): ['0, 0, 0'],
    (0,0,1): ['0, 0, 1'],
    (0,0,2): ['0, 0, 2'],
    (0,0,5): ['0, 0, 5'],
    (0,1,0): ['0, 1, 0']
}

indices = sorted(dicionario.keys(), key = lambda item: item[2])

for i in indices:
    print(i, dicionario[i])