White pepper (ground) is so bitter to me and I never seem to like it in my cooking even when used in tiny amounts. Should I just try finding whole & grinding my own for better luck?

I also don't like the flavor of white pepper. If you don't like it, I wouldn't bother buying whole and grinding it yourself. I simply omit it or substitute black where applicable. Cheers!

Would Cayenne be a good alternative?

It all depends on the dish. Obviously cayenne is much hotter than white pepper and if you like the heat it provides, try it. This is where you simply need to experiment and become familiar with the ingredients you use. Try a bit in something and see how you like it. Cheers!

I remember cayenne in chocolate can be a beautiful thing. I really don't know about acid, and magic ingredient combinations but by the time this year is up I'll a whole lot wiser!