Rycote makes a BUNCH of different "Windjammers" for all types of microphones. There may be a better version available, but the version for the Sony PCM D50 works perfectly on the 130/160/250! You just double up the neoprene elastic inside the fuzzy part and it fits snugly. It's cheap, it's black, and it's what my dealer had at the time. I'm sure there is a version for the mini shotgun you can find by measuring the microphone.
Nate that's really helpful, thanks, I've been thinking about getting one of these and didn't realise Rycote had this range.
They have literally dozens of versions of their Windjammers, though, do you know exactly which one it is for the HPX250? I can't find any references to the PCM D50 on their website to use as a reference.
I contacted Rycote after I got my HPX250 and after providing measurements of the microphone they recommended the Mini Windjammer -- it is a poor fit and not secure, and I am still looking for something more suitable. I don't thnik they have anything in their current lineup that works well.
After reading the product line I ordered one (should have gotten green or red now that I think about it). Looks like a great product and should really help, Will most likely get some for my wireless units also. I was impressed with their shipping charges very reasonable.
FYI, on the off chance anybody picks up the Panasonic AG-MC200G microphone for on-camera, I found out that the 12 cm standard Rycote Softie (RYS12M) is the right one to use for this microphone. (Thank you B&H!)