Hello,
Pygmeas that should be relatively common are helvola, aurora, pygmae rubra, tetragona alba. If you buy from a garden centre expect to pay upwards of £18 unless you haggle at the end of the season.
Several web nurseries, hopefully the good ones, have stopped dispatching bare root lilies for this year.
Tetragona alba is an oddity, the proper one, the pygmy can only be grown from seed apparently, two plants are sold as this and the other is not a pygmy. Try a search on the forum koiphen for "Tetragona alba" and I think "Craig P" to get the story, I have the non pygmy and have my eye on what look like two kosher pygmies in the local garden centre but they will be a haggling match later in the year if they are still there.
Re lily size appropriate to your pond, there wont be many that are too big unless your pond is shallow, so you may not need top swap or get rid of your existing plants, besides which you could put them in those flexable double handled buckets sold by places like B&Q, dig those in and you have dedicated lily ponds, the big ones 72 or 90l are somewhere around £6 or £9 in B&Q. I use the next 2 sizes down as lily Q tanks.
I have helvola and aurora and I should have pygmae rubra and can tell you about them etc but I am afraid I am not in a position to trade or give any away yet, sorry
Rubra, if thats what I have, are fairly tough but aurora and helvola seen a little more delicate, I am on attempt no 3 for aurora and this 3rd one looks to have been hammered by leaf mining midges, attempt 2 looks to be dead.