I suppose if you took several grad courses and received A's and B's in all of them, that would tell the admissions committee that you have the capacity to succeed in grad school, but I doubt if it will count heavily in your favor, and I especially doubt if one course will matter much to them.
When I was in a PhD program in Psychology (which admittedly is a bit different from Physics), the course work was no different from the course work in Undergraduate classes (in Physics it is different, the coursework in graduate classes is more advanced, but still if you can do undergraduate Physics I don't see why more advanced Physics would suddenly be a problem). Furthermore, almost everyone receives an A or a B in graduate classes. I think the admissions committee knows that almost everyone that applies to a Physics PhD program could get at least a B in the great majority of graduate classes. I think what they want to determine is if you are capable of successfully conducting research in Physics. I don't think completing graduate versus undergraduate courses would be that informative on your potential ability as a researcher.
Well, the above is largely my opinion, admittedly I am not an expert in getting into a Physics graduate program, so I could be wrong.
Edit: I forgot to mention the most important thing. When I applied to a PhD program in Psychology, I had almost completed my (terminal) Masters Degree in Psychology. The impression that I had was that completing all of those graduate courses didn't matter much. For example, the first year that I applied to PhD programs I was rejected by all of the programs. When I asked why I was rejected, some of them, particularly the University of Texas at Austin, told me that they would have accepted me but their financial situation was so bad (it was a bad time financially for Psychology PhD programs back then) they couldn't take anyone, or took very few people. When I applied again, after spending many months building up my GRE vocabulary knowledge and taking the GRE again, and scoring much higher (my combined average Verbal and Quantitative the first time was 1330, the second time it was 1450), I was accepted and given a partial scholarship. The University of Texas at Austin told me that the first time they were just going to accept me, but they gave me a scholarship the second time because of my increased GRE sores. In the long conversation I had the impression that they didn't care that I had a Masters degree. On the other hand, it was largely just an impression, I could be wrong.