The only reason it says ".22lr only" on the reciever is for legal issues. I have a MKII, it shots shorts, longs and long rifle fine. The tow first ones are just shorter, lower pressure versions of the LR. (actually, it is the other way around but whatever)
22-Rimfire is correct,, they won't feed from the mag, so i suggest just buying some subsonic .22lrs, nearly the same noise and feeds.
.17 HMR is based off of the .22 mag case, so it wouldn't fit in the chamber anyhow. The .17 HM2 on the other hand, is roughly based off of the .22lr case, and will fit and fire in a .22lr chamber. Wouldn't do much though....just "pop" and the bullet would be in your barrel, sitting there. Might have a hard time getting the case out, as it will be very split.