Mullen bits aren't very good for directional cues. The bit you posted also looks like it could pinch something fierce. However, all in all it's a mild bit and if its working, don't worry about it.
I personally prefer french link snaffles, it's a very mild mouthpiece and the vast majority of horses like it as well. Taking off on you is a separate training issue however. Sure, you could throw a big bit on your horse which might help in the short term. However, long term, without proper training your horse will learn to evade that as well, then you'll be getting an even more harsh bit.