Athens is quite a small airport. It’s efficient and you normally don’t have to wait very long to get your luggage. So 2h25 minutes is plenty of time.
Air France and Sky Express have some sort of agreement so you might be able to check your luggage all the way from Mykonos to Paris. It’s worth asking.
https://www.air-journal.fr/2019-04-0...e-5211639.html