How to convert this FM transmitter to receiver?
It's a bit like asking how to build an internal combustion engine from a gearbox. It's just easier to get a receiver circuit and build it without reference to a transmitter circuit. AM or FM Receivers are usually more complex than an AM or FM transmitter. My advice is get a circuit by googling and disregard any commonalities with the transmitter you have built.

Why is it capable of being received on a whole load of frequencies even when you radically change tank capacitance and inductance?

Answer: because it's a badly designed transmitter with lots of harmonics being generated. You said you received it on 95MHz and 108MHz - it may well be transmitting on a couple of spaces in between that a digitally tuned FM receiver isn't able to perfectly tune to. FM receivers in the UK tune every 200kHz and conceivably there could be a couple of spots that they jump over.

You put a monstruous 1000uF cap across the coil - that cap at the sort of frequencies being transmitted probably looked like an inductor in series with several ohms and maybe moved things about a bit but, due to so many harmonics being generated you were still bound to find that an FM receiver could still pick-up the transmission. Here's a graph showing the impedance of an electrolytic capacitor changing to inductance above a certain frequency: -



How long is a piece of string or how much inductance has a piece of wire - wire has inductance and getting something like 0.1uH is trivial - 10 cm of wire has around 100nH = 0.1uH.