Yep, I've spent a bit of time playing through a DT-25 both via L6Link and through the FX return.
Initially I was really unimpressed with the tone via L6Link, it sounded really compressed and midrangey, but then I realised that it was using the DT preamp even when running over L6Link, so not at all like the HD500 integration. There's also a weird quirk where the topology selection disappears (all lights are dark on the front panel) so you can't control the topology from the amp. The solution here is to use MIDI to deactivate the preamp in the DT and control the topology - for experimenting with tones I found it best to have the DT connected to my laptop using DTEdit to control the amp settings rather than controlling via Helix, and then use specifically programmed MIDI settings with patches as required. A good "general purpose" setting seemed to be topology IV for me, but obviously it depends on the amp models you're using in Helix and the tones you're trying to create.
As an aside, I also experimented with running via the FX return as a power amp in - the tones using this approach were ok but I found that the FX return sits after the master control on the amp, which is not what I was expecting given that the master control usually governs power amp gain - the result is that you can only control volume using the volume control on Helix.