He sounds like a great dog.
Lankeela is right, he is insecure and is frightened in case you disappear. Try not to leave him for too long initially; start with as short a period as you can manage (leaving him with something interesting to do whilst you are absent such as a kong or a puzzle ball), 5 - 10 minutes is enough for the 1st few times. When you return make a big fuss of him, as he will of you. He will soon get the idea that you will always come back. Be patient. Some breeds will always prefer to be with you (my PSD is one of them).
As for wanting your food, a dog will always want whatever food is around. It is up to you to train him to behave in the way that you want; if you don't want him begging for your food then NEVER give him titbits when you are eating.
IMO one of the most important commands you can teach is 'No' or 'Leave it'. Once he knows these you can use them in many, many situations.
Good Luck; you may find the following site useful:
http://www.allaboutpets.org.uk/Pet-Leaflets-an d-Articles/Leaflets.aspx?gclid=CPLtyZfYo5sCFU0 B4wodklxWBg