Six of one, half dozen of the other - There's a chance of disease either way (a lot depends on the grower) and while pond water may help speed along the biofilter cycling, the organisms are everywhere in the environment so you don't need to (plus you may introduce some diseases you wouldn't otherwise have to deal with). I'd say whether you stock from a fish supplier or from your local pond depends on what's legal in your state. Pond grown bluegill can sometimes be stunted in which case you'd get a better start from the supplier. Having said that if my state allowed me to go out and stock my system from Bluegill I caught locally, that's probably what I'd do. I wouldn't suggest this with every type of fish but Bluegill are pretty prolific. Once I had stock I'd probably try for breeding ones that grow faster and larger since bluegill are slow growers.
Probably didn't help you much with this answer
