No, you do not have to file a Pennsylvania return, but you may want to. Pennsylvania requires an income tax return to be filed when income is $1 or more. Your $250 was not generated in PA, so you technically do not have a filing requirement, but PA may think you do. They will get the payroll withholding and that may generate some questions.
I would suggest filing a paper return, with the income as $0, requesting the $7 back. Here is a link to the pdf: PA-40 $7 goes on lines 24, 29, and 30.
