this is one of the greatest threads Ive ever seen on a forum. what exactly is the baseball reference you allude to though, not sure I follow?
I agree, this thread is bangarang!
Baseball is (or was) popular in Japan, so it was probably a familiar saying. To be "in a pickle" is to be stuck between two bases while the opposing team has the ball and is throwing it between said two bases. Say you're on offense, you hit the ball and got to first, but kept going. The defense guy on first has the ball and you started running to second, the guy on first throws the ball to the guy on second, you have to go back to first so you don't get tagged out, but he might throw the ball back to first, so you're stuck between them until they throw and you find a way to get to a base. I'm not a sports guy so I don't know if I'm explaining this efficiently.
Basically it means you're trapped between two choices, both bad. The phrase originated from Shakespeare, so it's older than the sport (and has always meant "in a fix" or "in a bad situation", but the current popular use is for baseball. "Ozzie's in a pickle" meant, to me, that he could either stay and die, or run and upset Magus/lose his honor. Lose/lose.
But the reference only vaguely makes sense until you add the character's Japanese name, Vinegar, at which point the catch phrase becomes a pun. To physically make a pickle (the food), you soak a cucumber in vinegar. Vinegar is literally "in" a pickle.
So in the original Japanese script the catch phrase was a double entendre, a pun utilizing clever word play that would have actually worked well in the English script.
Like I said, not really a theory but something that was lost in translation.