You could use Ctrl+C which works great for getting out of insert mode. Also Ctrl+J can be used instead as Enter. It also does work great in bash/zsh. It took me some time to switch but it was totally worth it.
Caution: Switching caps lock with control was needed as prerequisite.
The downside of ^c is that it doesn't trigger an InsertLeave event or abbreviations. Which can be a pain, or exactly what you want, depending on the occasion.
