I don't know about 125s in the 66 specifically, but many on this forum warn against 125s in the M-19, which is the analogous blued K-Frame. Reportedly runs the risk of a cracked forcing cone and excessive flame-cutting of the top strap. Recommendation is to leave the 125s alone and stick with 158gr .357 mag loads. .38 or .38 +p is OK regardless of weight.
BTW, congratulations on your purchase. M-66s are rare as hens' teeth here in MD. I could kick myself for passing up a 66-3 for $550 at a LGS, no box or papers. It's the only M-66 I've seen around here all year.