Hi Lugiamp, You will have No problem whtsoever vegging with your CFL and switching or adding your MH 250w.
Try to think also in terms of Nature and how we replicate the natural seasons characteristics with our indoors grows.. Its simple dood.. Cfl is your bright daylightsunshine to the plants,ask yourself does daylight stay the same Constant throught the day? The answer is of course not.. we have dimly light skies in the morning getting brighter through to the afternoon then gradually getting dimmer, yes? You with me?
So in actual fact i think your CFL with added MH for 4 or 5 hours will infact replicate nature well and benefit your Veg growth.

Try to make the 4 or 5 hours of MH in the midst of your CFL light period and not at the beggining or end and you will do just fine.
I understand also why you asked this question as the difference in light changes does and can cause stress and other irregularities within the plants However that is in more extreme cases of light changing i.e. veg under a CFL and then place it under say 1000w of MH.. :O would be too much of an initial change.
I myself use LED for Seedlings and Clones then 125w CFL for Veg combinded with 250w HPS for 4 hours then i flower with 400w HPS sometimes combined with CFL depending on the Hight of the plants for Light penetration through the leaf conopy.. this growing method i use for small grows in a Closet.
Hope you get good results, keep us updated dood.
Happy growing.