Best way to catch sql unique constraint violations in c# during inserts

What you are looking for is a SqlException, specifically the violation of primary key constraints. You can get this specific error out of this exception by looking at the number property of the exception thrown. This answer is probably relevant to what you need:
How to Identify the primary key duplication from a SQL Server 2008 error code?

In summary, it looks like this:

// put this block in your loop
try
{
   // do your insert
}
catch(SqlException ex)
{
   // the exception alone won't tell you why it failed...
   if(ex.Number == 2627) // <-- but this will
   {
      //Violation of primary key. Handle Exception
   }
}

EDIT:

This may be a bit hacky, but you could also just inspect the message component of the exception. Something like this:

if (ex.Message.Contains("UniqueConstraint")) // do stuff