You can embed single images or videos at a time from Instagram to your WordPress site by doing the following:
1. Navigate to the URL of the Instagram post you would like to insert:
2. Copy the full URL.
3. Click on the Add Block button on your website page and search for “Instagram.” Select this block:
4. Paste the URL into the box and click “Embed”
5. Click Save Draft, Update, or Publish.
Having issues? Try WordPress' page Instagram Embeds - WordPress