the easiest way is like you said, complete forkswap with wheel and brake ... i´m to 100% sure, that the brake calipers on both bikes are also unchanged from middle 90-today (still same brakepads) only the brackets could be diferent between fork and caliper.
the size of the kx /kxf stearing stem bearings are unchanged since they came to the kx125 /250 and still used on the actual 4strokes till today...
if you want to use a yamaha front end , you have to make sure, that 1.) you use the right bearings and 2.) that the yamaha triple trees will fit with the kx-bar-turning-stop .
there are some dealers out there, that sell bearings for this kind of fork conversion .