No, I don't think they can choke.
But I had to stop feeding Mr. Wimpy Fish pellets because on one occasion something peculiar happened!
I gave Mr. Wimpy Fish a pellet and he grabbed it. He found out that he couldn't swallow it, and it got somewhat stuck. So he was desperately trying to swallow it, swimming around the tank and flapping his gills maniacally. He *FINALLY* managed to eat the pellet, although he wasn't quite so happy to eat them again....
He would reluctantly eat them and then I tried him on a new brand (because I had run out of his current one but my Mom was too lazy to take me to Big Al's where they sell Betta Bio-Gold), and he refused them all together. And then, I started feeding him flakes and he absolutely LOVED them!
Fish can't choke on flakes....
I've seen Mr. Wimpy Fish do the same thing that he did with a pellet to a freeze-dried bloodworm in his food (I feed him Nutrafin MAX for Bettas :3), but he still loves them as much as ever, so.
I guess that they are just IRRESISTIBLE!