Is it better to connect ESD (TVS) Diodes to chassis ground or signal ground?
For ESD events, these disturbances will appear referenced to chassis ground so surge suppression should be between the incoming +5 volt DC and chassis ground but, it's quite likely that you will need to do the same on the signal ground wire to chassis ground.

Should we use unidirectional or bidirectional diodes?

That depends entirely on whether your circuit can withstand a negative ESD event of the same clamped magnitude as a positive ESD event. So, I'd play safe and use unidirectional types but remember that there are other disturbances that can kill off ESD protection devices in a millisecond hence I ask this: does your circuit need to survive indirect lightning protection (EN 61000-4-5)? I ask because there are many systems that are designed to cope with this type of extreme surge.