Hi--
I'm afraid I can't help on specific U-40 syringes, as I haven't used them, but those do look like they might have a small-ish barrel (means the lines will be farther apart and easier to see). These look like they're about the size barrel of a typical U-100 syringe?
That brings up another option with U-40 insulins. If you're comfortable with it, you could use a U-100 syringe and a conversion table to get the appropriate dose. Here's the one we use on this site:
conversion chart. On this chart, 0.2U of a U-40 insulin means drawing up to 0.5U on a U-100 syringe, so it might be a little easier to do a dose like that consistently.
Final (and perhaps easiest!) strategy: forget drawing up exactly 0.25U and just concentrate on getting a consistent dose. Make up a sample syringe with colored water for what you have decided will be 'your' 0.25U, and then use it for comparison when you're drawing up insulin. Many people find this helpful at these small doses, especially when the syringes themselves are inconsistently marked.
Hope this helps!