Adding a conditional to work on certain pages/page templates to an add_action()

You could do something like this:

function wpufe_auto_login_new_user( $user_id ) { 
     if ( is_page( 'Page Title' ){  
          wp_set_current_user( $user_id );
          wp_set_auth_cookie( $user_id, false, is_ssl() );
     }
}

Yes. I would use wp_redirect(). If your are redirecting from some other page to the login page. But I am unsure what you want to redirect to or where from.