My betta lived with harlequins (I have now rehomed them), but he was fine with them. Just add the harlequins first and then the betta so he can't be too territorial. You need at least a 10 gallon tank though, do you have this?
I always fed them normal flakes and bloodworm flakes (sometimes frozen daphnia or so as a treat). Worked fine, each got their fair share.
If you get espei or hengeli rasbora instead of harlequins it'll be better as they are a little smaller
And your betta will probably eat whatever you put in the tank TBH! When you first get them it's common that they don't really eat much for the first week or so but they will get more adventurous as they settle in. I was panicing at first with my boy and went out and bought all kind of foods which he just spat right out! But now he eats absolutley everything that goes in there - a major pig!
Betta people get carried away with specific betta food. Don't worry about it. He will eat any food that you would use for a typical community tank. I feed this guy along with the plecos and the endlers in his tank. If it is a good day for pleco algae wafers, that is what he gets. If it is a good day for general flake for the endlers, that is what he gets. If an endler is dropping fry, maybe he does a bit of what he is there for and eats a couple of fry. No matter how you slice it, he eats what he finds for food, he never sees betta pellets because I refuse to waste my money on such BS. So far he has lived with those endlers and bristle nosed plecs for about 2 years with no ill effects.