The original way to make .25-'06 is just to run the .30-06 brass through a size die. Unless your chamber was cut with an especially tight neck, the thickness will be just fine. And using virgin brass you'll probably only lose less than 1 in 20, probably 1 in 50.
There may be some concentricity concerns.
but tell you what, you already own dies, right. See if you can get someone to give you a couple of your chosen brand of cases and give 'er a shot.
To check for any possible neck interference problem mic the outside of the neck of a fired case, then measure the outside of one of your new loaded round. As long as you have at least 0.003 you're laughin'.