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.