I can understand the desire to 'cup' him, considering the circumstances - especially if you're more familiar with Betta! But I do suspect that for a frog it would be best to let him get used to his new home, so I'm glad to hear that you're putting him back - it sounds like you have a great environment set up in there for all of them!
I also had trouble feeding in community, most of us do - Olympia is the weird exception, since her female frog dominates the entire tank at feeding time, lol! This is not usually the case, I've found! Cupping your betta - if it doesn't cause him undo stress - isn't a bad idea, at least until the froggies are used to the feeding routine.
If you got him to eat a bloodworm or two, it sounds like he's on the right track! The paleness can be a sign of stress - I've seen it before, and it's frightening! Hopefully it's ONLY stress, and a day or two of settling in with high-protein blood-worms and dim lighting will do the trick to get him back on track. Another thing to consider is that younger frogs tend to be more lightly colored than older ones, so it *may* be that his lack of color and skinny frame are just because he's younger than the other. Do you happen to be able to post pictures of them both up? I'd love to actually see the guy.
MY Petsmart feeds their frogs on wet-frozen goodies. I can't remember offhand if it was bloodworm or Brine - I think Brine, so it might be worth asking them what the frogs are used to being fed in-shop - he may take it better at first. But generally speaking ALL frogs love bloodworm, and it should fatten him up pretty quickly - as long as he actually continues to eat the stuff.
It really sounds like you're doing everything right, I think. . .just let him settle in and keep the lights low, and he'll be fine. You can try to offer him another bite to eat this evening, since they're nocturnal they're more comfortable feeding at that time of day. Since all of these are tank-bred, it doesn't necessarily matter as a general rule, but it can't hurt to try :)
Good luck!!! He sounds like a cutie!