Seems to me that the oil supply line for an oil cooler is attached to the engine where a oil pressure gauge would screw in to check oil pressure. There was some discussion as to whether the added line would actually reduce the oil pressure during regular operation. That in itself is a reason for more in depth investigation of an oil cooler.
A larger oil pan with cooling fins might be possible without any oil PSI reduction. Even an extra half liter of cooled oil might make a world of difference in a hotter climate. Could be a good mod that is maintenance free.

It seems to me....
There are three screws holding a small plate labelled 'oil filter' on the right side of the engine.
Couldn't that be a great place to cnc mill a small round chunk of aluminum that would then circulate the filtered oil out one fitting *here is your cooler* and back into another fitting to return to the engine???
The rest would be easy... I would think...
How many psi does the gn250 motor run it's oil at?

I mean. This is positioned higher than the sump so... Isn't it after the pump?

The more research I've done the better I feel about this bike. I am just not going to worry about it. Do my maintenance and I think it will be every bit as good to me as my old Helix has been :)

'Atta boy

I'll approach this thread from a different viewpoint...

at the end of April I was involved in a low speed collision while on my '09 GZ250; essentially I bounced off the front bumper of a car and the bike fell over on the opposite side; the insurance company inspector took into account anything that had a mark, rub, scrape in addition to the truly broken stuff...luckily the engine guard took the brunt of the hit or the bike would have been totalled due to the additional damage; there were parts on the replacement list that were salvagable and needed some clean up and others were replaced with lower cost aftermarket parts that saved alot of $$$ (important or mechanical necessary stuff was replaced with OEM stuff)

I was a persistent pain in the ass but it paid off...I have my GZ250 back at nearly 97% of what she was before the crash! she has obvious marks on the very back edge of the exhaust and the engine guard that confirm the bike's been down (and I'll lose resale/trade value in the future); I look at it this way...an '09 GZ250 with less than 5500 miles is a better machine than a good quality 50cc scooter (which is what I would have opted if my GZ250 got totalled out);

I have learned to work within the limitations of my GZ250 and hope to have her around for years to come! as an alternate I have an '06 Honda Shadow Aero 750 with @ 10,500 miles...she gets used when riding in a group event (charity/benefit ride) or at higher speeds or to destinations further from home

'Search' helps, here is the 'oil cooler' thread:
http://www.gz250bike.com/forum/showthread.php?t=7085