Can I change rectangular pads on every pin to rounded rectangular?
Usually rounded rectangular are 99% compatible with the rectangular ones, unless you have extreme filled forming issues. In fact rounded pads are better than rectangulars but they need more space to develop the same holding force.
As for the pin 1 squared is simply and inspection convention to identify the first pad when you have no silk screen. On some connector in fact you don't wan't the first one squared because otherwise the traces won't fit