It's a tough life for a pet

So, here's what I think my cat has been saying to me lately:
"Mom, mom, mom, mom, mom I want to go outside. Mom, let me go outside. Please, please, please?" I let cat outside. "Yay! I'm outside! I'm...wait. I'm outside. This is not the glorious outsideness that I wanted. Mom, let me in. Please, please, let me in. Mom!" I let cat inside. "Oh, well, now I'm inside and...and it's the same as it was before. Um, can I try outside again? Mom? Mom? Prrretty please? Mom? Outside?"
Thanks to a video that Drew showed us a while ago, we determined that our cat must be part Russian Blue. He's the same beautiful steely gray (with a white belly, paws, and one adorable white mark on his upper lip, so he can't be pure), he has the same smiling, regal face, and the smarts. But he's mixed with something else. Something loud. Because he's always chatting, scolding, and questioning. He can't seem to rub affectionately unless he's also saying something to me, and only stops chatting when he's purring.
He also very sweetly and lovingly throws a wrench into most of my plans to reduce pet waste. The dog will eat anything set before her (and a lot of things you think are out of the way, like butter on the table or my lunch on the counter) but especially loves the "treats" we giver her: salmon skins and leftovers, pork fat trimmed from our chops, a little bit of moose here and there, etc. The cat HATES all of that. I try to give him salmon and he sniffs it, then shakes his head as if to remove the smell from his nose. Cooked, raw, it doesn't matter. He wants his kibbles, he wants his canned food, and that's it.
I've tried any number of different cat litters for him, but he wants the processed clay litter and nothing else. He hated both the wood chip litter and the old newspaper litter because they didn't clump and he's too fastidious to appreciate anything less. Even if the box gets cleaned out every day, he knows it was there, and it didn't clump and he won't have anything to do with it. (We can always tell he's unhappy with his litter box because he pees in the bathtub. I don't know why, since that's also his preferred source of drinking water, but I won't complain since it's super easy to clean up.) So I end up buying what is essentially the junk food of pet products--kibble, litter with I-don't-know-what mixed in it, and canned food. These things produce a lot of garbage, and aren't good for him. (If you think pet food is good, read the book "Pet Food Nation" and it'll make you think long and hard about what you give your animals. I've certainly limited their kibbles now, although I haven't quite gotten up the will to cook all of their food myself.)
One of the defining characteristics of the Russian Blue, even more than other cat breeds, is that they don't like their home environment to change. It takes him a few days to adjust to anything new or different that we might bring into the house. (And may God help us when we start getting rid of our crappy furniture. Or move.) So I'm sure that part of it, for the litter at least, is a resistance to change. We didn't start him on the more environmentally friendly litter from the beginning, so he doesn't like that it's new and strange. He will accept it if we mix it in with the crappy stuff, but I'm not sure if he'll ever let us switch to it entirely.

So the point of all of this is, if anyone has any suggestions about how to deal with a difficult cat, I'd love to hear them. This is the first cat I've ever been privileged to have, so I'm in new territory. It's easy enough to reduce the dog's minimal amount of waste. As it stands, the cat is one of the biggest garbage producers in the house! Between kibble bags, cans, litter and the bags we use to clean out the box, he's quite a messy kitty.