I, too, don't have a .257 JDJ, but do have a .250 Sav. AI XP. I've used many bullets testing it. Killed about 25 deer, 900 groundhogs/rockchucks with it.
100 gr. Hornady SPs, 100 Nosler BTs, and 100 gr. NPts do great on deer.
110 gr. Horn. ELDxs are the most accurate in my gun. Did a deer a few night ago at 160 yds. Perfect double shoulder hit. Ran 30 yds. 3 1/2" of internal damage, 1/2" exit- very fragile bullet. Fantastic on groundhogs, OK on broadside deer, but not angled shots. They're recommended for 1:10" barrels, as is mine.
85 gr. BTs are almost as accurate as the Horn. Do fair on deer, fantastic on smaller stuff.
I use WW760 in my XP, but JD recommends AA2520 like Ken uses.
You're gonna love this gun. Won't beat you up.