An airfoil includes an vane airfoil, which has a ceramic matrix composite airfoil section including an outer wall that defines an internal cavity. The vane airfoil has an associated temperature profile which defines at least one high temperature area and at least one low temperature area. The vane airfoil includes a first zone which is defined in a first radial extent and corresponds to the high temperature area of the temperature profile and a second zone defined in a second radial extent and corresponds to the low temperature area of the temperature profile. An insert is situated in the internal cavity. The insert includes a first zone defined in a first radial extent that is aligned with the first zone of the vane airfoil. The first zone includes a first plurality of cooling holes which are configured to provide a first cooling density. A second zone is defined in a second radial extent that is aligned with the second zone of the vane airfoil. The second zone includes a second plurality of cooling holes that provide a second cooling density that is lower than the first cooling density such that the high temperature area and the low temperature area are balanced to lower a thermal gradient across the first and second zones of the vane airfoil. An vane airfoil and a method of assembling a ceramic matrix composite vane airfoil are also disclosed.