I bought some 10mm (which said they fit the KLX250s), then I actually went to put them on and I see there are no threaded slots to put on a rear swingarm spool.

So I am assuming you cant use a rear swingarm spool, or rear jack to lift the bike for maintenance.

What are my best options?

This is what I have...
http://www.amazon.com/Venom-Motorcyc...fts+and+stands

 

Why don't you just put it up on a milk crate, or a dirt bike box stand and have both wheels off the ground? Those are more of a street bike stand.

 

I take the pin out of the axle and run a piece of all thread thru. That provides pickup points for my old sport bike stand.

 

I got a stand from Harbor Freight with L brackets for the swing arm, fits both the 650 and the 250 with the same setting... now that I think about it, I think it's the same as the Zephyr 550 too.

I'd do the threaded rod and make sure the axle nut is torqued. If worried about the axle nut coming loose, drill and safety wire it.