Thanks for playing! He does go for the nearest coin, but that is decided when he picks up a coin. You can verify this by bashing him as he picks up the coin on level 4 or level 6. Both of these have "alternate paths" so they player can use this mechanic.
There's another, a bit harder to pull off, technique that is forcing him to get a coin that he isn't moving torwards. Collisions with coins always cause collection, so you can can chain-bash him toward whatever coins you want.