You are right that vac to waste uses a lot of water. If your filter is working properly, you should be able to vac to filter. Maybe use a skimmer sock also to see if it will catch the tiny particles you vacuum up. Watch the filter pressure, though. If the skimmer sock causes the flow to be blocked too much, your pressure will go up. By the way, if the stuff goes back into the pool when you vac to filter, then you have a problem with your filter.

Vacuum heads with rollers are for inground pools. You just need to move the vac head really slowly! The brushes may cause a little of the dirt to get into suspension but shouldn't be too much if you move it slowly. The purpose of the brushes is to disturb the debris just a little so that it can get sucked into the opening. I always get into my pool to vacuum because I think it makes it easier.

(By the way, recirculate totally bypasses the filter, so you would never want to use that setting when you are vacuuming or trying to filter stuff out of the water.)

And ...... you are welcome!