Welcome to the forums. soak yourself in info here, and feel free to post questions and doubts, plenty of awesome members and very knowledgeable too!.
As for your betta swimming to the current of the filter, yeah, mine does it too (i had to reduce the power of it as in the beginning it was too strong). I turn the filter off when i feed him so his food does not disappear, but once he is done eating he swims infront of the nozzle and looks at me like "well, whatcha waiting for?" and turn the filter back on, he swims against the current, with the current, through the current and sometimes just vigorously keeps himself in one spot in a C shape as the current hits him. It is awesome to see him enjoy like that.
Just make sure the current created by the filter is not too strong, or make the current deflect against some part of the tank he is in. But by the sound of it, you got a daredevil of a betta, heheh.
There's a post here somewhere about companions suitable for bettas, some bettas don't care much about company, other bettas attack the companions, it depends on the personality of each of them.
If after reading about companions and you get some, leave them at first on their bag in the tank and see how the betta reacts. I think that would be a safe way to see if he will want someone else sharing the tank.
Feeding, hmm.. i read bettas are little pigs and will gorge themselves on food, if you feel pellets are too big you might try flakes or micro pellets (got a small bottle of them when i bought my IQ3 aquarium, and most times normal pellets tend to be too big for smaller fish, and might be contributing to the bloated look you noticed, the pellets absorb water and tend to puff).
I feed my betta twice a day, in the morning and after i got home from work, a way to see how much to feed him (or at least the way i do it, and probably the wrong way to go at it) is to compare the size of the fish, imagine the size of his stomach and drop an amount of food of that size or smaller. I read about giving a betta food and see how much it ate, and keep giving them once or twice a day the same amount each time.
Sorry if it was a wordy post Spazz :)
And please, to the other members, correct me if i am wrong (most likely i am) as i am new to betta keeping also (couple of months, but i read a lot of the posting s here on betta care) and the stuff i posted here is mostly by observing my own betta.