Have never heard the story about Teddy Hall getting beer from New before and I've been going there for over 3 years now...
The only 'tradition' at Teddy Hall which springs to mind is to do with a former student, Oronhyatekha (he has a Wikipedia article if you're interested) who was the first native American to study in Oxford. Every year the boys get dressed up as Indians and get drunk and do lots of chanting and drum banging. It's quite amusing to watch, if rather politically incorrect. There are various rumours about Oronhyatekha's profligate ways in Oxford, but I suspect this is mainly urban legend.
As far as the whole thing about Lincoln students throwing hot pennies on ascension day, I think that's part of the larger beating of the bounds tradition which takes place. I can't remember the exact details, except that the route from the university church concludes with cake in All SOuls, which in my view is a reason in its own right to go. It's on my list of things to do before I leave Oxford. I wish ascension day wasn't so close to Finals...