당황스럽다: be embarrassed, be in confusion, be panic. But it is basically neutral expression. 민망하다, 창피하다, 쪽팔리다(informal), 부끄럽다: cringe, be embarrassed, be shameful (about) But it also implies that speaker is shameful about the situation. Imagine that your face is burned with shame when spoiling something! Natives usually use "민망하다, 창피하다, 얼굴이 달아오르다, etc" in this case.