Don't feel (too) bad: baby bird falling/ being kicked out of the nest... could be something wrong with it already or it could have gotten really injured (internally) by the fall.
You tried your best- that is what matters.
If it happens again some day: just mash up anything you want to feed (live insects can pose hazzards by fighting back).
Or get a package of something like this
https://www.vogelartikelenwebshop.nl/en/cede-universal-softbill-food.html
(its called universal food for a good reason)
just moisten it and roll into tiny balls before feeding.
I picked up a sparrow from the street a couple of years ago with parents flying around, but it just sat there.
Turned out the little bugger was completely blind!
(no eyes at all)
Great parenting to get it all the way fledged and almost flying!
(No I did not take it with me - a quick death-by-cat or car would be better than being blind, scared and all alone in a small cage for the rest of its life < imho> especially since it was used to the company and care of all the other sparrows ... Sometimes short and happy is better than long and lonely.)
