Is it because you don't see the extension ? If yes, I'll try to help but as my PC is French, words I say can be a bit wrong.
Open a random folder.
Press Alt.
Go to "Tools" the "Folder Options".
Go to the "Display" tab.
Scroll until you see "Hide extensions" and uncheck it.
You should now be able to add .tns after .bmp

What would the minimum recommended dpi to simple pdf text files to be read?

I don't know, but...

I want to save as much space possible.

... then you'd better save them as png rather than bmp. Also, when you save them, choosing 8 bits is obviously cheaper in terms of space than choosing 24 bits

Also, if your pdf only contains text (and not images), I believe there is a tool on TI-Planet called Ncreator that allows you to have any txt file transformed into a tns file that the calc can read. However, I also think that you need to register there to use it (but that is not a problem) and the website is in French.