It's so great of you to have saved Fudge from that dirty place. I'm certain she has never had it so good or felt so good after being bathed and groomed. She probably feels like a million dollars (er pounds).
She is very cute. Of course, so is Millie! They'll be great friends. It sounds like she just loves her walks. I know mine certainly does. I hope she continues to do well. I believe, as you do, that they know when they've been rescued and bond with their new person very closely. Please keep us up to date on how things go.