Well, I haven't ever loaded that round, nor any other of the small cases for breach seating. But, when I do it for the bigger cased .32-40 I do not use a wad with my chosen smokeless load. The thirteen or fourteen grain ranges are small enough to remain in the rear of the case while loading as long as the case remains level or slightly upward at the mouth.
As a guess, the 25-20 may not be so easy to stick in there without a wad (unless  you load with the muzzle pointing way upwards). 
Pretty much any usable black powder loading will be so full that a wad will almost become mandatory. 
No matter which method you end up trying, be real careful and hold the muzzle upwards if you ever want to remove an unfired case. If you don't you risk dumping powder into the action. It's a bummer if you do that (so far I've been lucky) Good luck, and I hope this is of some use to you.

Thanks for the info

You might believe that but I don't. You have white hot gas rushing down the barrel at thousands of PSI at over a thousand feet per second and it couldn't push out a piece of cork almost too light to weigh? If the cork stopped moving then , at oh, 10,000 psi at 1500 degrees and 1000 feet per second the gas  just passed it by?

You might believe that but I don't. You have white hot gas rushing down the barrel at thousands of PSI at over a thousand feet per second and it couldn't push out a piece of cork almost too light to weigh? If the cork stopped moving then , at oh, 10,000 psi at 1500 degrees and 1000 feet per second the gas  just passed it by?

I have heard that too but in the 20 plus years I have used cork wads I have never had it happen to me. Maybe its because I don't seat at the mouth I use a little seater to push the wad down the neck to at least the bottom of the neck or to max .100" off the powder.

40 Rod

I used to seat .030 Vegetable fiber wads behind the base of the bullet in my 32-40 and have encountered the same so I quit using them. When doing the same with 1/16 cork wads if it occurred I was not aware of it. But I also found the cheap 3/32 cork to be a problem. The 1/16 cork if put on the end of a tooth pick and set on fire would turn to ash very quickly but not so with the 3/32 cork. It is my belief the 1/16 cork would be completely turned to ash before exiting the barrel but the 3/32 would remain unburned and could be found left in the barrel the same as the VFiber. If one looks closely at the quality of the cork they are not the same nor is the price with the 1/16 costing substantially more and of a much higher quality. 

JLouis

My thanks again. Goin for a breech setter of some kind. First I'll try the dowel in a case.