Rotella T6 5W-40 is on the thinner side of 40-grade, and does shear down close to a high 30-grade rather quickly.
Rotella T5 10W-30 semi-synthetic would also be a good choice if you wanted a cycle-safe 30.
My son run a 30 in his Ninja 250, and it spends most of it's time near redline.
That said, I don't think you are going to see any noticeable gains in performance or economy by going to a 30, but I think it's OK as long as you use a good one and keep track of the level. Ninja 250s will lose some oil into the airbox from the crankcase breather when running at high rpms.
I personally don't like oil additives, so I would skip that.
Check out these Ninja 250 sites if you haven't already -
Ninja250 Riders Club :: Index