Being a dick doesn't really accomplish anything except make the links take longer to level up, so it's not a good idea. This actually feeds into your second question: the vast majority of the time, you shouldn't bother actually leveling up Personas through actual fighting. Persona leveling is intentionally slow, which is why the bonus EXP you get from the social stuff is so important. In short: fuse a Persona, let it get the levels from the social link EXP, use it for as long as it's useful/until you can make something better, then fuse it. I think your problem is that you just need to be fusing things a lot more. Just experiment, the game should show you what comes out of the fusion and what skills they inherit before you actually start the fusion.
And yes, Orpheus doesn't come up in the little card drawing minigame that gets you more Personas, so you shouldn't fuse it until the Persona Compendium is available (which I think happens about a month and a half after the game starts), which lets you resummon old Personas you don't have anymore for a cash fee. The reason for this is that the Fusion skill of Orpheus and another low level Persona, Apsaras, is extremely useful for a large portion of the beginning of the game. It's got a high SP cost, but it's a full party heal and a full party accuracy/evasion buff. It'll be really important against some of the early bosses. Orpheus is a pretty shitty Persona aside from that, frankly.
