(Let's set aside for now that you can't ready a bonus action. I'll assume we've house-ruled that to be legal, or the spell is dimension door instead.)
I follow a general principle that you can attempt skill checks to "go beyond" the rules, but you must pay to play. Success means you get more than the rules would give you; failure means you lose something the rules would otherwise let you have.
In this case, what the rules would normally give you is, "The monster gets one crack at you and then you teleport in response." So what I'd probably say is: If you succeed on the Insight check, you can deny it that attack. But if you fail, you don't get to teleport at all. You got blindsided, lost your focus, and now you have to wait for your turn to do anything.