Congratulations on your .257 Roy purchase. I have tinkered with one in a Mark V for about a decade now and have found two loads that I really like.
The first falls in your category of asking:
115 grain Combined Tech Ballistic Silvertip
IMR 7828
Federal 215M
Weatherby Brass or,
Winchester 7mm Rem Mag brass formed to .257 Roy
COL - As long as the magazine will allow
Velocity - Right at 3,400 fps
Note: Takes 1 grain less powder to in the Winchester brass to achieve the same velocity as the Weatherby brass.
The second load I use is now my go to load because I feel that the ballistic silvertip is to frangible of a bullet at those speeds for big game...does do a number on things you don't eat though
It consists of the 110 grain Nosler Accubond
Reloder 25
Federal 215M
Winchester 7mm Rem Mag brass formed to .257 Roy
COL - As long as the magazine will allow
Velocity - Averages 3,525 fps.
I think this is going to be an awesome deer/antelope load.
Here are some pictures of the groups it has been turning in at 100 yards.