You might want to put him in a smaller container to feed him, where the bugs couldn't get away very easily, and others couldn't take his food. If he seems to have trouble getting them, you could always try wiggling them in front of him with tweezers or a toothpick, although if he's wild he might be too scared to eat from you after such a short time.

If the bugs are crawling right in front of his face and he's just not responding or showing any interest, that may be a sign of a big underlying problem, since toads are generally gluttons. In that case you might want to seek out a local vet.