I'll give this a whack, someone feel free to correct me if I'm wrong...
The needle has two main sections, the straight area and the taper. Some needles actually have more than one taper angle, but let's keep this simple for now.
When the throttle is closed, the straight (largest) section of the needle is inside the needle jet. The diameter of this section, in conjunction with the diameter (inside) of the needle jet, work together to regulate fuel delivery. Of course, keep in mind that at this stage a significant portion of fuel is coming through the pilot jet as well. So, there is a limited (but important since it's just off idle) sector of throttle positions affected by the straight section of the needle.
After opening the throttle a slight amount, the needle is raised enough that the tapered area is now controlling fuel delivery. At any given point, the diameter of the needle, the diameter of the needle jet, and the diamter of the main jet orifice (that word rocks!) are affecting fuel delivery. As long as the cross sectional area of the main jet is larger than area between the needle and the needle jet, the main jet doesn't have much affect. As you can imagine, at some point the throttle is opened far enough that the main jet becomes the greatest restriction in the system, and limits fuel flow.
Ok, let's draw some conclusions (and answer your question):
1. Moving the needle clip affects 1/4 to 3/4 throttle (taper)
2. Changing the needle jet (or nozzle as you call it) affects BOTH off idle (straight section) AND 1/4-3/4 throttle (taper)
3. Moving the clip slightly changes the transition point from straight to tapered
4. Changing the needle jet, or the main jet, slightly changes the transition point where the main jet size really starts to affect fuel delivery. Of course, this is a curve, it doesn't happen all at one point.
As you can see, there are endless combinations and possibilities. Between clip position, needle dimensions, and needle jet, you can dial in different curves or profiles for fuel delivery vs. throttle opening. We would all like to hope that the factory could do this work for us, and we could just make minor adjustments with the needle clip, but obviously on the CR250 it isn't that simple.
To finish answering your question, if you lean the needle jet (nozzle), you may need to richen the clip position. Also, keep in mind that changes can have an affect to some degree top to bottom, so you will want to re-adjust your air screw and don't rule out a main jet change.
I hope this helps. I just got up, and my brain's a little woozy...