I've had a Baja kit on two KDX's and an XR250. The stock stator does not put out enough power, whether you ground to the frame or have a floating ground (I've tried it both ways).
You can extend your battery life by adding an on/off switch to your headlight, and turning it off when you don't need it. But this is a band-aid and the light will still dim pretty quick, even on a fresh battery. If you need to rely on your headlight for safety, legality or night riding, you will need to rewind the stator. If you don't want to send it out, you might be able to save money doing it yourself - you can find some instructions on the internet. It's a PITA, but its not exactly rocket science. With some patience and the right wire, it should not be too bad.
On the brake bleeding problem, KDX's are notorious for getting air bubbles trapped in the curve of the front hose. In my experience, the best bet is to remove the entire master cylinder, hose and caliper from the bike and hang it straight on a wall. Tap the hose to knock the bubble loose. Let it hang there for a few days if you can, and the bubbles should rise up and through the master cylinder and you can let them out of the brake reservoir.