I think you're set on supplies. I never used the coir. I just added shredded newspaper and the stuff the worms were shipped in.
Small chunks are fine. I'll give them larger chunks and they handle them. They really don't eat much. Consult on-line, but I think you feed a lb of worms only a half a lb of food a day. I NEVER have them eat that much. I usually have far more scraps than the worms can eat. You can freeze the scraps and when thawed, they're soft and easier for them to consume. Blending is fine, but not necessary. Really, just putting the entire peel and cores is fine.
I feed the worms on one side of the bin for a few days so I can harvest the opposite side. Not all of them will move, so I pick out the worms and put them back into the bin. They aren't all that bothered.
I think those worm contraptions are more efficient at separating worms, but I've never owned one. I have a small rubbermaid tote with holes.
Starting the bin is kind of tricky because it needs to have the right moisture level. I wouldn't buy a meter. Instead, I'd save it and spend money on a worm house later. Visually inspecting the bin is really all you need to monitor moisture. Also note that some veggie/fruit scraps can quickly add moisture to the bin. They love watermelon rind, but it will add a lot of moisture so use sparingly unless the bin is too dry.
They may try to climb out when the bin isn't the right moisture level, temperature or when the bin is new. Don't fret.