Are there any smaller lakes or other bodies of water for swimming in Pawling?

There are small lakes and ponds in Pawling, yes. Some are reservoirs and few are connected to parkland, though, so you'd have to be careful that it's not private or restricted property. I have heard of some pond swimming just on the other side of the border in Connecticut at Squantz Pond. You'd probably be looking at about a 20-minute drive from Pawling, but that is part of a park and I know that lake is open for swimming.