Pellets are generally better for a betta than flake food, so yes, switching over would be better for their diet and will make it a lot easier to clean after. One problem to watch out for in flake food is just because it may be a popularly sold brand at the store, doesn't actually mean its good for them. I had an employee at a store try to sell me some tetra flakes for my bettas "oh they'll love them!" ... don't be fooled by what store employees say. If it's a typical flake food and not one specifically made fore bettas (like BettaMin tropical medley) then it may contain more plant matter than animal, which is bad for bettas as they are carnivores. With pellets you only feed them one at a time, and then wait until they've eaten each one to give them another. Besides, the pellets float, if they don't want to eat, the pellets are easy to get back out.
Brand wise I hear that Hikari Betta Bio-gold is supposed to be one of the best, although I'll be damned if I can find the stuff in my local stores, maybe you'll have better luck. I use a brand called HBH Betta Bites and my fish have all taken to that quite nicely. Just look at the ingredients on the back of the label when you go to the store. If the first ingredients on there are wheat, vegetable matter, and/or soybean meal, then you don't want it, as it contains more veggies than meat.
Bettas like bloodworms almost without exception (I have one betta who doesn't acknowledge them, but my other two attack them voraciously). However, bloodworms should only be given as a treat, not a constant staple food, as it can make them fat and bloated. But you should look into getting some along with pellets, they are great as a supplement to their diet. My stores don't really have an option on brands for bloodworms. It's either frozen or freeze-dried xD
If the tanks recieve enough light through-out the day through other lights in the room, they should be fine. I keep tank lights on all of my tanks just because the room where they are in doesn't have lights on for a good portion of the day.