You asked about the .257, it is the same as the .257R ( .257 Roberts,also nicknamed " Bob" ,named after Ned Roberts ). It is the 7X57mm mauser necked down to .257. It is a relatively low pressure round, often suggested for a rebarrel of the '95. Also normally suggested in their standard loading ( not plus P loadings ) are the .250 savage, 6.5X55, .300 Savage, and of course the 7X57 Mauser. These are all factory loaded to modest pressure.
Do you know who made your '95? Most were Spanish, but quite a few were also German made. Many ( most ) gunsmiths consider the German slightly better, as well as the Swedish versions, the '94,'96 & '38, but even if your '95 is Spanish, if it is in good shape, it should be fine. One nice thing that some of the Spanish mausers have is a hinged floorplate.
I agree with the previous posters who suggested the .257 Roberts, or the 6.5X55.
You asked about the .22/250, the magazine and the bolt face will work, but it is a high-pressure round that is not normally suggested for the '95. Same goes with the .243 and the 6mm Remington ( which, interestingly, is the 7X57 mauser necked down, or the 257 Roberts necked down, but again, it is a high pressure round.
I suggest you try to get the book "Bolt Action Rifles" by Frank DeHass, a gunsmith who died a few years ago. His book had 3 or 4 updated versions, if you can, get an early one, it has the most info about sporterizing military rifles.
Mark