250W should be no issue per se, even 500W for 32 is not a lot at any rate and would not be hard for a 12 phase VRM to keep it stable. It may require an extra fan
Extrapolating from Ryzen 1800X and a 16-core first-gen Threadripper, you'd overload the LGA pins at about 50% (300W) of the potentially possible ~600W you could make the chip take without sub-ambient cooling technology (and expect it to live for more than half a year at that level), i.e. with a forced-flow nucleate boiling cooler or a powerful waterblock. I once did some calculations for this, trying to find out if it could be worthwhile to wait for the 64-core EPYC and clock that one to like 3.5~3.8GHz, possibly with a governor that throttles the clock (and voltage) if the system is under low load. But assuming from some numbers I could find/calculate for how much less power they take, the predictions were so pessimistic that I did not pursue it further. (I did dream about a high-performance machine that could live in a case you could carry as a backpack, even though you'd probably not want to carry it very far due to the coolant being heavier than air.)