Flash, I have done it and use a 7 mm shortened die with no neck sizing stem for the first step. I make alot of different wildcats by using the same methood as Stimpy suggested. You dont want to overwork the neck by squeezing it smaller then pulling the sizing stem back thru the case before sizing smaller on the next step down.
Make sure when you do run the 25-35 die down on the case the first pass to have the inside of the neck lubed with the sizing wax, I use a very light amount applied with a Q tip. Anyway you do it you will still need to shoot it once in your 25-35 before it will be fully formed. I have a old Win 94 in 25-35 and all of my brass for it has been made from 30-30.
For anyone that likes to neck down different caliber cases and not have to buy expensive forming dies. If you can find old sizing dies in cartridges that have larger sized body diameters such as belted magnums and cut them down removing the metal from the bottom of the die. It is best done on a lathe with a carbide tool as the sizing dies are heat treated and very hard but they can be shortened by a abrasive cutoff wheel, grinder, beltsander ect. You want them quite short but with enough threads left on the die body to screw them into your press at least 4-5 threads, that way when you are necking cases with these you will be using just the neck area of the die ( short stroking ) so it doesnt really matter if the sholder angle on the die is anywhere close to what the finished case will have.
I have found the Imperial sizing wax and Lee sizing wax to work the best over other types of lube but whatever works for you and is easiest is best.
Jedman