Given the equation
$$
2 n^2 - 1 = ( m - n )^2.
$$
From this we can write
$$
2 m n = m^2 - n^2 + 1.
$$
Let
$$
x = m^2 - n^2, y = 2 m n, z = m^2 + n^2 \Rightarrow x^2 + y^2 = z^2.
$$
But
$$
y = x + 1,
$$
so we obtain
$$
x^2 + ( x + 1 )^2 = z^2,
$$
which can be written as
$$
2 z^2 - 1 = ( 2 x + 1 )^2,
$$
or
$$
2 \big( \underbrace{m^2 + n^2}_{n'} \big)^2 - 1 = \big( \underbrace{ 2 \big[ m^2 - n^2 \big] + 1 }_{m'-n'} \big)^2.
$$
So starting with
$$
\big( m, n \big)
$$
we can "generate" the next pair $(m',n')$ using
$$
\big( m', n' \big) = \big( 3 m^2 - n^2 + 1, m^2 + n^2 \big).
$$
Note that $m=2$ and $n=1$ yields
$$
2 \cdot 1^2 - 1 = ( 2 - 1 )^2
$$
We can now "generate" the next pairs...
$$
\big( m', n' \big) = \big( 3 \cdot 2^2 - 1^2 + 1, 2^2 + 1^2 \big)
= \big( 12 , 5 \big).
$$
$$
\big( m'', n'' \big) = \big( 3 \cdot 12^2 - 5^2 + 1, 12^2 + 5^2 \big)
= \big( 408 , 169 \big).
$$
$$
\big( m''', n''' \big) = \big( 3 \cdot 408^2 - 169^2 + 1, 408^2 + 169^2 \big)
= \big( 470832, 195025 \big).
$$
The number we are looking for are the numbers $n$, the first given by
$$
n = 1\\
n = 5\\
n = 169\\
n = 195025
$$
This are not all numbers, as the is a second method to generate pairs $(m',n')$.
I am still working on the second method.
The general method is given by
$$
2 x_n^2 - 1 = y_n^2,
$$
where both $x_n$ and $y_n$ are integers, then
$$
x_n = \frac{7 + 5 \sqrt{2}}{2 \sqrt{2}} \Big( 3 + 2 \sqrt{2} \Big)^{n-1}
-\frac{7 - 5 \sqrt{2}}{2 \sqrt{2}} \Big( 3 - 2 \sqrt{2} \Big)^{n-1}.
$$
The results are
$$
\begin{array}{l|l}
n & x_n\\
\hline
0 & 1\\
1 & 5\\
2 & 29\\
3 & 169\\
4 & 985\\
5 & 5741\\
6 & 33461\\
7 & 195025\\
8 & 1136689\\
9 & 6625109\\
10 & 38613965
\end{array}
$$
(need to post how to derive it, but it is long)
The basic idea to derive it:
Given
$$
2 x_n^2 - 1 = y_n^2.
$$
Note that
$$
\left(
\begin{array}{c}
x_{n+1} \\
y_{n+1}
\end{array}
\right)
=
\left(
\begin{array}{cc}
3 & 2 \\
4 & 3
\end{array}
\right)
\left(
\begin{array}{c}
x_n \\
y_n
\end{array}
\right)
$$
and
$$
\left(
\begin{array}{c}
x_0 \\
y_0
\end{array}
\right)
=
\left(
\begin{array}{c}
1 \\
1
\end{array}
\right).
$$
So
$$
\left(
\begin{array}{c}
x_n \\
y_n
\end{array}
\right)
=
\left(
\begin{array}{cc}
3 & 2 \\
4 & 3
\end{array}
\right)^n
\left(
\begin{array}{c}
1 \\
1
\end{array}
\right).
$$
Let $\chi$ be the trace of the matrix and $\Delta$ the determinant,
then the eigenvalues are given by $\lambda_\pm = \chi/2 \pm \sqrt{\chi^2/4 - \Delta}$.
Then
$$
\left(
\begin{array}{cc}
3 & 2 \\
4 & 3
\end{array}
\right)^n
=
\frac{\lambda_+^n - \lambda_-^n}{\lambda_+ - \lambda_-}
\left(
\begin{array}{cc}
3 & 2 \\
4 & 3
\end{array}
\right)
-
\lambda_+ \lambda_-
\frac{\lambda_+^{n-1} - \lambda_-^{n-1}}{\lambda_+ - \lambda_-}
\left(
\begin{array}{cc}
1 & 0 \\
0 & 1
\end{array}
\right)
$$
From this follows that
$$
x_n =
5 \frac{\lambda_+^n - \lambda_-^n}{\lambda_+ - \lambda_-} -
\lambda_+ \lambda_-
\frac{\lambda_+^{n-1} - \lambda_-^{n-1}}{\lambda_+ - \lambda_-}
$$
and
$$
y_n =
7 \frac{\lambda_+^n - \lambda_-^n}{\lambda_+ - \lambda_-} -
\lambda_+ \lambda_-
\frac{\lambda_+^{n-1} - \lambda_-^{n-1}}{\lambda_+ - \lambda_-}.
$$
Working this out we get
$$
x_n = \frac{7 + 5 \sqrt{2}}{2 \sqrt{2}} \Big( 3 + 2 \sqrt{2} \Big)^{n-1}
-\frac{7 - 5 \sqrt{2}}{2 \sqrt{2}} \Big( 3 - 2 \sqrt{2} \Big)^{n-1}.
$$
(I have written this post fast, so forgive me for some typos :)