I tried this and placed the display_set_gui_size(250,240); in many places, never worked. Are you able to draw pixelated rectangles and circles on the GUI? I think it works for coordinates but not for draw events.
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Resizing the GUI works differently than resizing surfaces in GM, for whatever reason. The difference is that, as you describe, even after resizing it will still display subpixels (e.g. when you draw a rotated sprite, a primitive such as a circle, x/y positions that are fractions of pixels, etc.). To absolutely force the GUI to adhere to the pixel grid, you could instead draw all of your GUI stuff to a surface that's the desired size, then draw that surface on the GUI layer.