C182 PLTS ARE ADVISED THAT THEIR ENTRY INTO HOLDING WAS INCORRECT.

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AS PART OF OUR EVALUATION; WE PLANNED TO EXECUTE THE ILS RWY 29 APCH AT ALTON/ST LOUIS REGIONAL (ALN); AND THEN FLY THE PUBLISHED MISSED TO A HOLD (WITH LATER VECTORS FOR AN ILS AT ANOTHER ARPT). THE PF INITIATED THE MISSED APCH TO THE DECISION ALT AND INTERCEPTED THE TOY 322 DEG RADIAL TO TRACK OUTBOUND TO TOPAZ INTXN. ALN TWR SWITCHED US BACK TO STL TRACON. ONCE THE ACFT WAS STABILIZED AT 2200 FT ON THE 322 DEG RADIAL OF TOY; I ASKED THE PF WHAT TYPE OF ENTRY HE PLANNED TO MAKE UPON REACHING TOPAZ. HE STATED HE WAS GOING TO MAKE A PARALLEL ENTRY. I ASKED WHY HE CHOSE THAT ENTRY PROC. HE STATED (CORRECTLY) THAT WE WERE EXACTLY ON THE LINE BTWN A TEARDROP ENTRY AND A PARALLEL ENTRY AND THAT SINCE EITHER WOULD BE CORRECT AND HE PREFERRED PARALLEL ENTRIES; THAT WAS HIS CHOICE. HE CONTINUED TO TRACK THE TOY 322 DEG RADIAL AS WE PASSED TOPAZ; FLEW OUTBOUND ON THE RADIAL; AND THEN TURNED R (WHICH WAS THE CORRECT DIRECTION BECAUSE THE MISSED APCH HOLD AT TOPAZ IS NONSTANDARD). HE THEN FLEW TO INTERCEPT THE TOY 322 RADIAL INBOUND. THE ENTIRE PROC WAS DONE PERFECTLY. AFTER WE WERE ESTABLISHED IN HOLDING; THE STL TRACON CTLR CALLED TO SAY WE HAD ENTERED HOLDING INCORRECTLY. HE THEN BEGAN TO GO THROUGH AN EXPLANATION THAT SOUNDED LIKE HE WAS SAYING WE HAD TO USE A TEARDROP ENTRY TO ENTER THE HOLD. THE PF LOOKED AT ME AND I SAID 'JUST SAY THANKS AND LET IT DROP;' WHICH WE DID. A COUPLE MINS AFTER THAT THERE WAS A CTLR CHANGE AND A FEMALE CTLR CAME ON. WE WERE WITH HER AS WE DEPARTED THE HOLD ON VECTORS TO THE OTHER ARPT. AS WE STARTED AWAY; SHE SAID SOMETHING TO THE EFFECT OF 'DID YOU ALL GET THAT STRAIGHTENED OUT ON YOUR HOLD?' AGAIN; I TOLD THE PF TO JUST SAY 'YES; THANK YOU' AND LET IT DROP. THAT WAS ON JUL/SUN/06. ON MONDAY (TODAY); WHEN I GOT IN TO THE OFFICE; I CALLED THE PROCS DESK AT STL TRACON. I EXPLAINED THE EVENT TO XXX. HE BRIEFED YYY; THE QUALITY CTL PERSON; AFTER OUR PHONE CONVERSATION. AS LUCK WOULD HAVE IT; THE PARTICULAR CTLR WALKED INTO THE OFFICE. XXX QUESTIONED HIM AND THEN RPTED THE RESULT OF HIS CONVERSATION TO ME. THE CTLR WAS ALSO A PLT. HE STATED THAT IT WOULD BE INCORRECT TO ENTER THE HOLD BY USING A PARALLEL ENTRY BECAUSE PER THE AIM; A PARALLEL ENTRY HAS THE ACFT PARALLEL THE HOLDING COURSE ON THE NON-HOLDING SIDE. AFTER SOME DISCUSSION; I WAS STILL NOT COMFORTABLE THAT ANYONE UNDERSTOOD THAT IT WAS PERFECTLY ACCEPTABLE FOR THE PLT TO MAKE A PARALLEL ENTRY FOR THIS HOLD WHEN INBOUND ALONG THE HOLDING COURSE.