I'm signed up to take a U-boat Diving course. Part of the recommended equipment is a pony bottle, so I found an AL30 on CL for a good price and bought it. Now I'm wondering what to fill it with.
Fill it with air. As several posters have already noted, that is the least expensive option, the most flexible option and the safest option for the recreational diver.
So, correct me if I'm wrong, but the pony bottle is ONLY for emergency OOA situations.
No real need to correct. You are not wrong. Now, I might word the statement a little differently. The pony bottle is NOT part of your gas supply for the dive as planned. You should plan your dive - depth(s) and time - on the basis of what you have on your back (or, side, if diving single cylinder sidemount), with appropriate reserves built in. Having said that, anyone who dives a pony bottle is well-served by practicing - regularly - with that bottle, so that switching in a stressful, emergency situation is mechanical, fluid, and requires no extraordinary thought or effort. So, I would encourage you to periodically switch to your pony bottle, for example at your 15 ft safety stop, on a regular basis, just for practice. You may decide that you want to practice switching at depth, again to maintain proficiency. Technically, in those cases you are using the bottle for something other than an emergency OOA situation. But, your general premise is nonetheless correct.
I'm particularly concerned about the example scenario where I'm at 110' on EAN32 and have air in the pony. Suppose I am 1 minute from my NDL (for EAN32) and, for whatever reason, I have to switch to the pony (i.e. air). Is that potentially going to put me in a mandatory deco situation? I think it would not. I *think*, in that scenario, when I switched to the pony it would be no different than if I had been diving on air the whole time and gotten to 1 minute from my NDL. I.e. I would do a normal ascent immediately, with a standard safety stop, and be fine.
I won't say you are overthinking the issue, but you certainly do have a creative imagination for 'what if' scenarios.
However, you are correct - switching to air, and completing a normal ascent will not necessarily put you in a mandatory decompression situation that requires stops or procedures beyond those associated with a normal ascent. As an example, if you dive to 130 ft on air, relax and watch the NDL on the PDC count down to 0, then start increasing, and begin a normal ascent when the PDC shows a mandatory deco obligation of ~ 5 minutes, by the time you pass ~75 ft, the PDC will once again show
NDL remaining, and that time increases as the ascent continues to the 15 ft stop.
Fill your pony with air. Use your pony as an emergency reserve. Practice with it. Plan - and execute - your dives in a careful, prudent manner. Life will be good.