Some 4-H clubs discourage kids from showing "non-traditional" breeds, even IF those breeds are allowed by the county and/or state office.
We ran into that issue with our Dexter cattle. State & county said "yes" but our local club leader said he would not support us. Why? Because the Dexters would be lumped in with all the other traditional beef breeds, and would be judged against them, and would always place last due to the smaller size. When judging a beef class, size does matter - all the animals are assumed to be of similar age, and the smallest one in the class simply cannot place first. We didn't care that we would place last, we just wanted the experience for our kids. So just be prepared to not be in the ribbons if your pygmy's don't have their own breed category.
In my current county in MD, breeding animals have their classes broken down by breed. Market classes have mixed breed and purebred cattle and goats. Market goats are classed by weight (i.e. 50-59lbs; 60-69lbs; etc.) Showmanship is anything goes; the size/breed of the animal is irrelevant. I've seen tiny 8 yr old kids win when showing old retired show does and/or cows in showmanship because they are generally calmer, easier to handle, and have been to so many shows that they remember the routine. My kids will likely show their pet fainter in 2015 showmanship classes because she is the one they handle/play with the most, and is the most likely to behave.