sighting in a Cricket .25

A quick overview. Some information you might already know but just to make sure I give a full explanation I will go over basic stuff. When a pellet is fired it goes in an arch where it rise and falls. Depending on the speed and weight of the pellet the arch will rise and fall at different distances. Most of my guns are set to shoot around 900 fps depending on the preferred pellet. I've discovered through testing that if I want my 2nd zero to be around 50-55 yards my first zero needs to be at 18-20 yards. So when I make a range card I zero my guns at around 18-20 yards. After it's sighted in at this distance I check the point of impact (POI) at 35 yards. It's usually higher than at 19 yards because the pellet is still on the upward arch. I check the POI at 45 yards and it's still a little high but no more than 1/2" of POI at 19 yards. I check at 50-55 yards and by this time the pellet has dropped and hitting the same POI that it hits at 19 yards. So depending on your pellet speed vs weight and ballistic coefficient (BC) your first and 2nd zero might be different than mines. If you know how to use Chairgun there is a way to figure your 1st and 2nd zero without manually setting out targets at different distances.
 
Here's what I did with my Cricket 0.25. I know my pellet velocity for the given pellet weight. Mine is 960 fps shooting 25.4g JSB Kings. I measured out my scope height and put that into Chairgun Pro. Chairgun, if you don't already have it, will make the optimal sight-in for your gun very easy. In the picture below, I got my first zero at 30 yards, my second zero is at 40 yards, and this allows me to shoot from 18 yards up to 65 yards within 1 mil-dot holdover, with virtually no holdunder.
 
Try zeroing it at 20 yards. That way, you'll just have to point and shoot for anything out to 35 yards (unless they are closer than 10 yards in which case the poi would be around one mil dot lower than the center of the crosshairs). 

The further out your zero is, the more variation there is from shot to shot. I.e. If all the pellets went inside 1/2" and 50 yards, that would be great but it would be harder to know which hole was the "real zero" if you sighted in at 50 yards. 

At 20 yards, my Cricket 25 will put every pellet in the same hole and, even with a cheaper scope, I can still see all the pellet holes clearly, so sighting it in is very easy at that distance. 

My Cricket is sighted in at 20 yards and I can tell you from experience that there is very little to think about in terms of corrections for shots out to 35 yards and a very still mil dot correction for 50 yard shots. 

Once you sight in at 20 yards, check it by taking shots at 40, 50 and 60 yards so you can check it's on the center line still and so you can map the drop at those distances. 
 
ChairGun's a neat tool. But, I would recommend a 60 yard zero. Done at 60 yards. The close range zero will present it's self. 
Easy hold under/over out to 100+ yards with a 20x scope for me. 
I shoot small stuff @ 32-35 yards. I just use the appropriate hold under.
IMO it's hard to say a Cricket .25 cal. is truly sited in until you've shot all yardages out to 100 yards or more. 
That's how I set mine up. Probably not much help with the close range question. Just a little info. as you find what works best for you.