They are so fast an erratic catching them will in flight is real challenge.

Try setting your camera to manual then set your F stop to around f11. That will give you a good depth of field and with a flash you have enough light. Set your shutter speed to 250, that is a fast as the Canon will let you with a speedlite attached. Then hold up something about you expect them to be a light it up and auto focus on that then set the focus to manual. You may need to adjust the intensity of the flash or even your ISO to get the exposure right. You may even want to increase your F stop to get more depth of field which make it easier to get the focus right.

When one flies track it with your camera then try and take the shot when it is about where the object you focused on was. 250 is still not that fast so you will need to be tracking with it to minimize motion. The other option is to set up some flood lights then have some kick them on when they launch but you will still need to pan.

The lens really isn't an issue. Longer focal length with make it bigger but not sharper. Zoom really just describes how much change the focal length. even the speed of the lens doesn't matter since you are at f11.

Practicing is a good idea but start with straight flying birds I day light. Starting with bats is like learning to drive at the Indianapolis 500.