We had the same situation when we filed a few years ago -- I submitted to USCIS the form that showed we had filed for an extension, and we had no problems at all. Our interview was in September at the time and still hadn't filed, but breezed right through it.
We did not provide anything for the current tax year -- no W-2, no 1099, nada. Just the proof of extension. We did provide transcripts for the three previous years, however.
