Definitely return the dry food. The vet is supposed to give you a refund. All you have to do is say the cat doesn't like it and won't eat it.
Definitely go for the canned/wet foods on the charts - they are a whole lot cheaper than the prescription food and made with better ingredients.
You can get FF at Walmart for 30 cents a can. Friskies, etc, on the inexpensive end. You can also get higher end foods (and priced) such as Wellness, EVO 95%, etc. All much better than Hills MD or Purina DM.
Change the food immediately. As it's important to feed him the proper food and sadly the prescription stuff is garbage and will only make your wallet lighter.
The insulin you are using Prozinc and is an animal based insulin. It's also the new version of PZI. If you go to the board index and look for the insulin support groups, you will see a board for PZI/Prozinc. The folks on that board can give you more information about the insulin.
I cannot say if it's a good insulin, since I haven't used it, but I can tell you from what I've seen on this board, several people using this insulin do end up changing to one of the L insulins (lantus or levimer). These insulins are human based insulins and work very well with many kitties.
Personally, I used Lantus and had very good results with it.
The thingy you refer to is called a lancet device. They come with the meters and I couldn't figure out how to use it and realized it was more trouble and a time waster, that I found a simple poke or two using the lancet (pokie thingy) worked better.
One of the tricks is to hold the lancet at an upward angle and poke that way - like this:
Also are you warming the ear before poking? and massaging the ear?
Sometimes after you poke, you have to "milk" the ear to get the blood flowing.
To warm the ear:
take one sock
add 1/4 cup rice, oatmeal or dry beans
knot the top
put in microwave for 20-30 seconds, until warm to touch
put behind cat's ear and hold until ear warms up
keep it there and poke - this way if you pierce the ear, you will hit the sock and not your finger
I'm not good with CA, but I'll put word out that you're looking for peeps nearby.