Paladin emnity is pure crap until lvl 40, you aren't doing it wrong, SE did. As you dont get shield oath until 10 levels after the other tanks get thier tank stance, it is just a matter of doing what you can.

Many people in low lvl dungeons are understanding of this. But there are a few things that can help

If you are dealing with aoe. Flash your whole mp bar away. Riot blade had its damage buffed a bit in 3.0 and it gives back a lot of mp. I tend to blow my whole mp bar, then build it back up to full in time for the next pull. I still do this at 60, and rotating goring blade on multiple targets helps pump some good numbers.

If you are wanting to only flash some and have a primary focus, bind kill order markers. Later on people will complain and ignore them, but typically they see a low lvl paladin and understand. *this can be done by making a bar with the assign buttons on them, adding a keybind to the bar, then hiding the bar.* when you get shield oath you can stop