Offline Multiplayer

[AdamN]

It's alright if your router is connected to the internet as long you're not using WAN/Public IP in adhocserver and ppsspp, it won't go through the internet and consume data

Make sure you're using LAN IP (192.x.x.x or 172.x.x.x) in the ProAdhocServer IP address settings
Use "ipconfig /all" to find your LAN IP (169.x.x.x usually not connected to anywhere/other computer)

You'll also need to disable "Enable compatibility server reports" otherwise ppsspp will try to send the log through internet and consume data
Also disable "Check for new version of PPSSPP"

If you want to check whether ppsspp is using internet or not you can monitor it from TaskManager->Performance->[ResourceMonitor]->Network and select ppsspp.exe process to see it's network activity (where it send/receive data to/from)
If you only see LAN IP in the network activity that means it doesn't use internet.