Honda only imports their large displacement bikes.
http://www.honda.com.cn/product/motor-import/
You could inquire with them as to importing other models? Ask if there are any intentions to import the production models they manufacture in Thailand. I am so sure they frown on unauthorized imports.
What is the price on the GW250 Suzuki or YBR250 Yamaha, I wonder how many get sold in a year the CBR250 would be at least twice the price if imported.
Its true the Chinese are prestige motivated and the market for big bikes is for certain people that want brand names that make them feel exclusive in their own minds and in the minds of those in their social circles. I would like to know how many of the 1100-1300cc bike Honda sells in China in a year?
As for getting a grey market CBR250, you will be asked for money up front and could be told while waiting for it the price keeps going up and up, then it could take a long time, one of the gatekeepers could hold out for more funds, problem with gangsters is they like to extort funds. They also see foreigners as outsiders and surely will take all they can get out of you.
Unless the bike is right in front of you and all you have to do is pay and ride off then forget it, even then you could discover its not really legal? It could be stolen, it could be or have fake papers or be part of a government insider ring selling favors outside of regulations?
I would say unless your Chinese and or can think in Chinese you should just follow the rules as they are or you could get involved in something you may regret.