Interpolated FIR filter group delay
If you need to discriminate between 60 and 65 Hz signals, the fact that you're sampling at 25 kHz means that you're basically doing real time signal processing: the Nyquist Frequency is far above the frequencies of interest.

Thus, from classical Fourier theory, you're going to need on the order of 1.0/5 Hz = 0.2 seconds of data, no matter how you process it.  If you do FIR, that means that you'll need at least 5000 coefficients --- and probably more like the 25000 that you mention.

It's possible that you could use much smaller IIR filters.  You'll do less math, but you'll still have to chew through at least 5000 samples for fundamental Fourier reasons.  And you'll need to be careful with that IIR filter, because the pole will be very close to the unit circle: you'll probably want to convert your data to float or double rather than an integer format (which would likely work for FIR).

Now, if there is some prior knowledge you have about your signals --- "high SNR, knowledge of the phase of the 60 and 65 Hz signals..." then you can create discrimination algorithms that are faster.  But all you know is 60/65 Hz, you're sort of out of luck.