Why were these three examples given?

Ein Eliyahu: It can be explained according to the Vilna Gaon in Mishlei Perek 22. He writes that a person has three obligations in this world - to keep (i.e. study) Torah, to fulfill Mitzvos and to straighten out his character traits. The three examples correspond to each of these. Corresponding to doing Mitzvos, one should not remind him that he used to do Aveiros. Corresponding to straightening out one's character traits, one should not remind him that he is the son of converts (who come from gentiles who have a bad nature). Corresponding to study of Torah, one should not say that his mouth used to eat disgusting creatures.

How does this show that Ona'as Devarim is worse?

Maharsha: The sin of Ona'as Devarim can ultimately only be discerned in the heart, whereas usually, Ona'as Mamon can often be seen by people. Thus, the sinner in Ona'as Mamon has at least equated his respect for others with his respect for Hash-m. But with Ona'as Devarim, he has shown that he cares more about his standing in front of people, rather than his standing in front of Hash-m. (The same logic is used by Chazal to show that a Ganav, a thief, is worse than a Gazlan, a robber.)

Maharam Shif: The Gemara teaches (59a) that Hash-m Himself punishes one who speaks Ona'as Devarim, rather than using a messenger. Thus, in this sin, one must fear Hash-m Himself.

What is the meaning of 'words cannot be returned'?

Rabbeinu Chananel: 'Words cannot be returned' means that even if the person who spoke Ona'as Devarim appeased his victim, this does not cancel out the feeling of embarrassment that the victim has.

Ein Yaakov Machon HaMaor: One can force upon a person monetary reimbursement, but one cannot force a person to be appeased.

What is the significance of his face changing color?

Bigdei Yesha, Parnasah Tovah: The Gemara is alluding to the following. When a person is embarrassed, his redness leaves, meaning that his sins are removed (as in the Pasuk in Yishayah 1:18 - 'if they prove to be as red as crimson dye') and they stick to the one who embarrassed him. Furthermore, whiteness comes, meaning that he receives the merits of the one who embarrassed him. (This is discussed by the Chovos Halevavos and others in the context of a person who speaks Lashon Hara.)

Why specifically in Eretz Yisrael were they careful from embarrassing others?

Iyun Yaakov: Aside from the teaching here that it is as if one spills blood, Chazal also gave an extra warning against it in Eretz Yisrael. This is learned from the Pasuk )Bamidbar 35:33), "...for the blood corrupts the land, and the blood which is shed in the land cannot be atoned for except through the blood of the one who shed it". The Sifri understands that murder, makes the Holy Land impure. and this also extends to embarrassing someone.

Ramas Shmuel: In Bavel, it was much harder to be careful, since the Pasuk states about Bavel (Devarim 28;65), "...there, Hash-m will give you a trembling (angry) heart, dashed hopes and a depressed soul".

Yaaros Devash: Chazal state that Torah study atones for sins. However, that only applies to sins that the Torah 'innovated' but not to sins that a person could anyway deduce through logic. Therefore, in Eretz Yisrael where they study much Torah, extra care must be taken to avoid 'logical' sins such as embarrassing a person, as they cannot be atoned through Torah study.

Why does one who publicly shames another not come out of Gehinom?

Pnei Yehoshua: The Toras Chaim cites from the Zohar, that a person's Neshama is taken from under the Heavenly Throne and is a part of Hash-m Himself. Therefore, if it must descend to Gehinom, it is not completely burned up there. But one who shames another in public has shown that he does not believe that a person is created in the image of Hash-m. Therefore, he is punished, measure for measure, with the fire of Gehinom.