Moths always land in my tanks. The Bettas eat the boodies and leave the wings and head...kinda gross coz the moth scales make a mess on the water but they love it..
Mine also get aphids and small houseflies, Basically, if its small and moves the betta will eat it as long as its not poisonous..
Fruit-flies and their larva are loved by my bettas. They can't get enough of them! Its also pretty easy to raise them with a starter culture from stores like Petco/Petsmart. Just make your own medium and they will flourish. I often find wild ones in my micro-worm cultures in the summertime if I forget to put tissue on the lid.
what else can i feed my betta instead of pellets
If you have tropical flakes he may take them as an alternative for a few days, other than that I would recommend, Brine Shrimp, Blood Worms, White Worms. Hard Boiled egg works too but it fouls that water rather quickly. Hope this helps. Sounds like a trip to the LFS, pass by the Bettas for all of us! :)