How to use ' in alias?

You can't escape single quotes whilst still in single quotes because \ is taken literally in a single quote context. Either close the single quotes before escaping, or, better, use double quotes.

alias my_du="while printf '%s ' \"\$(df -P / | awk 'NR==2 { print \$(NF-1) }')\"; do sleep 30; done"

While this can be coaxed into an alias, functions are generally preferred. From man bash:

For almost every purpose, aliases are superseded by shell functions.

Your alias in function form:

my_du() {
    while printf '%s ' "$(df -P / | awk 'NR==2 { print $(NF-1) }')"
    do
        sleep 30
    done
}

That's more readable, and as such more maintainable.

If you want commands that take arguments or interact in any way with their environment, use functions. At least in bash, aliases are expanded when defined, they might act as if they took arguments or used variables. Sometimes. Murphy's law ensures that that won't work when really needed.

You can't use a backslash to escape a single quote inside a single-quoted string because the backslash itself is interpreted literally.

You can effectively escape a single quote inside a single-quoted string by writing the 4-character sequence '\''. Formally this terminates the single-quoted literal, appends a literal single quote, and starts a new single-quoted literal. The end result is that you have a single quote character in the middle of a single-quoted literal.

alias foo='while printf '\''%s '\'' "$(df -P / | awk '\''NR==2 { print $(NF-1) }'\'')"; do sleep 30; done'

I wouldn't recommend such a complex alias. Aliases are primarily meant to give a short name to a command, possibly with switches. This goes well beyond their comfort range. Use a function instead.

foo () {
  while printf '%s ' "$(df -P / | awk 'NR==2 { print $(NF-1) }')"; do sleep 30; done
}