How can I load gymnasts who haven't used the entry forms?

If you are stuck with a load of paper entries, then it’s quickest to put them all into a single spreadsheet (Excel, or a csv file will do) and then use the ‘Import list of competitors’ option in the Import/Export menu.

There is a section in the User Guide that describes it in lots of details, but here is a sample you can download and try. (This one has classes/ages from the BSGA schools competition 2017-18, but you can see what to do – just match your competition classes)
Sample file – Import