(1) Since the two foci of the ellipse $C: \frac{x^2}{a^2} + \frac{y^2}{b^2} = 1 (a > b > 0)$ are $F_1(-\sqrt{2},0)$ and $F_2(\sqrt{2},0)$, and the circle with the minor axis of the ellipse as its diameter passes through point $M(1,0)$, we have:
$$\begin{cases} c= \sqrt{2} \\ b=1 \\ a^2=b^2+c^2 \end{cases}$$
Solving these, we get $a= \sqrt{3}$, $b=1$.

Therefore, the equation of the ellipse $C$ is $\frac{x^2}{3} + y^2 = 1$.

(2) $k_1 + k_2$ is a constant.

Proof:

① When the slope does not exist, the line is $x=1$. Substituting into the ellipse, we get $y= \pm \frac{\sqrt{6}}{3}$. Therefore, let $A(1, \frac{\sqrt{6}}{3})$, $B(1, -\frac{\sqrt{6}}{3})$,

$k_1= \frac{2- \frac{\sqrt{6}}{3}}{3-1}$, $k_2= \frac{2+ \frac{\sqrt{6}}{3}}{3-1}$. Therefore, $k_1 + k_2 = 2$.

② When the slope exists, let the equation of the line be $y=kx-k$. Substituting into the ellipse equation, we get $(3k^2+1)x^2-6k^2x+(3k^2-3)=0$.

Let $A(x_1,y_1)$, $B(x_2,y_2)$.

Then $x_1 + x_2 = \frac{6k^2}{3k^2+1}$, $x_1x_2 = \frac{3k^2-3}{3k^2+1}$,

$y_1 + y_2 = \frac{6k^3}{3k^3+1}-2k= \frac{-2k}{3k^3+1}$,

$y_1y_2 = k^2x_1x_2 - k^2(x_1 + x_2) + k^2 = -\frac{2k^2}{3k^2+1}$,

$k_1= \frac{2-y_1}{3-x_1}$, $k_2= \frac{2-y_2}{3-x_2}$,

Therefore, $k_1 + k_2 = \frac{6-3y_1-2x_2+x_2y_1+6-3y_2-2x_1+x_1x_2}{(3-x_1)(3-x_2)}=2$.

Thus, we conclude that $k_1 + k_2$ is a constant, and specifically, $k_1 + k_2 = \boxed{2}$.