Hello and welcome to the forum. Lucky you, having a Bedlington pup although I am a terrier fan so am understandably biased. First of all, I don't have a copy but am reliably informed that this book
by Gwen Bailey is quite informative for new puppy owners so maybe it would be worthwhile getting a copy.
We used to wean pups onto that type of diet years ago. I used to give Farley's rusks, baby rice, Weetabix, scrambled eggs and probably rice pudding. They would also have raw or lightly cooked lean minced beef too. It got them used to different textures and flavours and they all thrived. However, nowadays there are good quality commercial foods that can be used for weaning so I assume that the modern approach is to use them from the off.
Feeding puppies is not an exact science but we know that they need higher protein and fat levels and if you compare the recipes on the packs you will see that the puppy versions are pretty much the same as adult ones except for these two elements. It also needs to be good quality protein (named meat/fish source) that is easy to digest. The other thing to remember is that until they are three months of age they need four meals per day because their stomachs are quite tiny. Giving them a bit of variety is no bad thing because it (hopefully) prevents fussiness and gives them a better range of nutrients. That being said, you don't want to bombard them with all sorts of things. Your pup is probably not really fussy but missing the competition of his litter mates. He now doesn't have to fight for supplies. However, don't get into the habit of leaving food down because he will not value his food if you do that and in any case it is not hygienic.
Breeders tend to have their own diet plans but with my last pup (two years ago) I used to give a fish based commercial dried food, moistened and crumbled up. This was given three times a day and when she got a bit bigger I added a bit of good quality wet food for flavour and extra nourishment. Supper was goats milk and Weetabix. Scrambled egg was used as a substitute for one of the four meals every so many days just to add variety. I also used to add sardines sometimes and still do.
Have a look at this thread
as it will help you to understand the principles of selecting a decent quality product for your dog. Next, go to the Dog Food Directory
and use the Filters on the left hand side of the page to select the things that are important to you. If you need any help with this, please ask. Setting the ratings slider to 3.5 to 5 stars will give you the higher quality products. Clicking 'Buy' on each products will tell you if the product is online only or can be obtained in stores. Supermarket dog food is usually well below the 3.5 star threshold so is best ignored, particularly in the case of a puppy who needs good a good nourishing diet. If you have a good pet products store nearby, that would be the place to go to look for good quality food.
Some companies do not sell life stage products. This is because their food is already high protein so is marketed for all life stages. These products are usually at the top end of the star ratings system.
It is confusing choosing a good product but if you spend a bit of time understanding what you are looking for then it will stay with you for the duration of your dog's life and will stand you in good stead as he will be much healthier with a good diet. Please post back if you want any further help.