I agree with the comments, you should hire a trainer if you're having a lot of trouble. It's safer for you and your horses, and it's well worth it in the long-run. However, I'll offer my advice just in case it helps.
For the leading problem I would suggest trying this halter: http://www.amazon.co.uk/Natural-Horsemanship-Headcollar-Parelli-Training/dp/B00SLI38A2/ref=sr_1_1?ie=UTF8&qid=1445423225&sr=8-1&keywords=parelli+halter+and+rope
I'm not sure what halter you're currently using but I find these halters incredibly useful. They look complicated but they're really not. If you're not familiar with them at all I'd suggest looking at a few tutorials on Youtube with Parelli/natural horsemanship halters. The idea is that when you pull on the rope for your horse to come forwards, the knots in the halter put a pressure on the horse's head, which should encourage them to walk on. They can be misused though, and you should NEVER yank on a parelli halter, as you will definitely cause injury. You start by asking gently, a light pull on the lead rope. If they don't walk on you incrementally increase the pressure. You increase the pressure, and do not release the continual pressure until the horse does what you're asking. Then as SOON as the horse puts a foot forwards, release the pressure completely and give LOADS of praise. This has always worked for me, but I should again emphasize that I am not a horse trainer.
As for the food, I would personally tie my horses whilst they are eating something tasty. My boy is such a bugger for stealing the others' food. So for the safety of all horses I'd tie them up. So long as they can't kick each other/reach each other they should be fine. If they're fine when you're feeding hay then this means you'd only have to tie them once a day, or whenever you're feeding them. I don't think it's something you're doing wrong, from my experiences, dominant horses love to get extra food if they can. But this isn't fair, so I prevent mine from doing so.
By the sounds of it you're doing everything fine. It's difficult handling horses for the first time, and I commend you for looking after horses that have had a rough start. They deserve love too! If it helps, mine was abused terribly when he was a youngster. When I had him I couldn't go into the stable with him without him shaking all over and threatening to kick me. It's been 5-6 years now and we're best of friends. So persevere, it's so rewarding!