Rom was a very Ferengi
Ferengi at first. Perhaps it's fair to say that in The Nagus he was in character in terms of his season one persona, but by later seasons, he's almost a different person. I sort of agree that the later-seasons Rom doesn't seem to jive properly with season one Rom, but he at least had some good devlopment that made him different to the other Ferengi. It's a shame maybe that the transistion wasn't a bit smoother?
Vortex is a very interesting episode. As some of you have said already now, it's a good setup episode for the changelings, especially since it was never intended as such. The DS9 writers (and later Ron Moore and his staff on BSG) were particularly adept at picking up strands from previous episodes and turning them into gold. One of the best aspects of the whole show.
And sure, Odo gets knocked out with a rock. Just one of those early season oddities. Almost like Rom, you could say.