Regarding items on the ground, manually picking them up, and shopkeeper: this is what makes ADOM shops great because it makes the player think of how to rob them, and it feels great when you manage (or almost manage) that for the first time! Angband-like shops that are just menus will never provide that feeling.
The non-obviousness can be fixed if the first shopkeeper the player finds (i.e., Terinyo) gives a bit of instructions the first time you arrive: "You can pick any of my wares from the ground, inspect it, then pay if you are convinced!" or similar.
Regarding talking to the shopkeeper: yes, this could definitely bring up a dialog like "You owe X gold pieces ([p] to pay, [space] to ignore)" or something like that.
Regarding the multiple commands: I'm an old-school player and have never actually needed all of them, I only use 'p'. But I don't see the advantage of removing commands that can be useful for other people. Just don't show them to the noobs and hide them under some "advanced commands" section of the manual, but why remove them if someone can use them?
Villagers entering the shop: I love this because it enhances immersion. In fact I would go the opposite way, i.e., making villagers actually buy something from time to time.
Pay command working from a distance: this makes sense (maybe not a lot immersion-wise, but I think it's a good compromise).
Pay dialog with different options: this would also be nice.
Gold icon: maybe you could display the amount of gold more prominently in the HUD, but only when the character is in a shop, so it won't take space the rest of the time? Typically the player doesn't worry much about golds the rest of the time, except in certain places like altars or the casino (perhaps you could bring it up in those cases as well).
Unify everything under "$": note that "$" might be difficult to type in some international keyboards. In the Spanish keyboard is easy (Shift+4) but I can imagine it being harder in others (I remember that I had many problems with the "#" command in some previous versions of ADOM).