Vasicek formulas are pretty easy to memorize, and I would suggest memorizing those. You can expect anywhere from 1-2 questions on that stuff and if you memorize the formula, it's a 2 min problem. Easy points.
I didn't bother with CIR as much as the formulas were large and I didn't see any questions on the practice exams that required you to memorize the formula in order to be able to solve those problems. This strategy worked pretty well for me during the exam...
P FM MFE MLC
ECON STATS FINANCE