There are a couple of .25 cal pellets available for about 4 cents each, the H&N Baracuda and Spitzkugel, which when compared to the 3 cents+ for .22 pellets of the same type, isn't that pricey, really.
Of course, the bigger question is- how well will these .25 cal Diana's actually shoot? There certainly seems to be a price premium on them.