Still somewhat a newbie question. How common is it to pull your goalie during a delayed penalty advantage?

Most teams will pull their goaltender on a delayed power play. The referee is supposed to blow the whistle the instant the puck is touched by a member of the team being penalized, so there's no way that team could score an empty-net goal by shooting the puck at the empty net. Now, as you mentioned, it IS possible for an empty-net goal to be scored if the team with the delayed penalty advantage mishandles the puck, but the chances of that happening are slim to none.