I have never assembled an NSR250 fork but assuming that is pretty identical to a VFR400 fork, here is what the Haynes manual says:

Reassembly
1. Insert damper rod into the fork tube and slide it into place so that it projects fully from the bottom of the tube, then in install the seat on the bottom of the damper rod.
2. Oil the fork tube and bottom bush with the specified fork oil and insert the assembly into the slider. Fit a new copper sealing washer to the damper rod bolt and apply a few drops of a suitable non-permanent thread locking compound, then install the bolt into the bottom of the slider . Tighten the boltto the specified torque setting (20 Nm). If the damper rod rotates inside the tube, wait until the fork is fully reassembled before tightening the bolt.
... (everything until dust seal is in place)
3. Slowly pourin the specified quantity ofthe specified fork oil and pump the fork and damper rod at least ten times each to distribute the oil evenly; the oil level should also be measured and ajustment be made if necessary. Fully compress the fork tube anddamper rod into the slider and measure the fork oil level from the top of the tube. Add or subtract oil until correct.
install spring, spring seat, spacer, washer.

4. If the damper rod Allen bolt (from step 2) requires tightening, clamp the fork slider between the padded jaws of a vice and have an assistant compress the tube insto theslider so the max. spring pressure isplaced on the damper rod head- tighten the damper rod bolt to spec. torque.

I would also recommend to make sure the bolt and damper rod threads are clean and undamaged. And yes, assembly is dry.