the pictures are all out of focus so it is hard to see them, and know the size, but the could be cigar beetles.  here is a fact sheet on pantry pests that often come in with http://extension.umd.edu/sites/default/files/_images/programs/hgic/Publications/HG67_Pantry_Pests.pd...dry dog food.  

I put some of the dog food in a zip lock bag and a few hours later, there were not only several of the bugs, but also several tan/white small worms. No idea what this all is but needless to say, I am throwing away the entire bag.

The bugs are the adults and the small tan/white worms are the larva (or the young)  of the adults.  I agree that throwing the bag out is an excellent idea!  unfortunately, some food products are contaminated by these pantry pests and if you leave them in your home, they will find other food items to infest.  
It is a good idea to check your pantry for any food items like pasta, flour and flour products (cake mixes, cookie mixes, etc) to see if the insects have traveled.