As for the spherical shape, the term there is hydrostatic equilibrium: https://en.wikipedia.org/wiki/Hydrostatic_equilibrium.
Keep in mind it's not actually possible to just "capture" an asteroid. The object needs to lose speed somehow in order to be captured.
Most likely via collision - something large hitting the planet, or two other moons crashing.
So the story of the moons is much more complicated than just "random piece of rock".
[1] 10^65 https://en.wikipedia.org/wiki/Timeline_of_the_far_future
Even if the conjecture that sufficiently high entropy causes quantum physical effects to dominate macro-physical spacetime is correct, long before that happens there won't be any objects left which aren't already spherical.
https://en.wikipedia.org/wiki/Roche_limit
If body is in a strange orbit taking it in and out of the roche limit, it will adopt some strange middle ground between bring a round moon and a flat ring. Inside the limit, material will be ripped away from the body and flattened towards a ring. Outside the limit, that material will fall back nearer to the equator. So you get something like a ball with a belt.
Pop culture references aside, yes, a moon is defined to be a natural satellite.
A fun read about this:
- [Asimov - The Relativity of Wrong](http://chem.tufts.edu/answersinscience/relativityofwrong.htm)
From the link above:
> To put it another way, on a flat surface, curvature is 0 per mile everywhere. On the earth's spherical surface, curvature is 0.000126 per mile everywhere (or 8 inches per mile). On the earth's oblate spheroidal surface, the curvature varies from 7.973 inches to the mile to 8.027 inches to the mile.
> The correction in going from spherical to oblate spheroidal is much smaller than going from flat to spherical. Therefore, although the notion of the earth as a sphere is wrong, strictly speaking, it is not as wrong as the notion of the earth as flat.