If they've evolved to live in microgravity in a vacuum, then the experience of a warm planetary atmosphere would be a little like putting a human in a centrifuge, spinning them up to bone-crushing levels and then boiling them.
Even the action of entry into Earth's atmosphere would probably completely disrupt them, as they are unlikely to experience significant acceleration forces under normal circumstances and hitting even the quite diffuse upper atmosphere of Earth at orbital speeds will likely tear them apart even if it didn't cook them.
On the assumption they they can survive immersion in an atmosphere for some possibly magical reason, they'd need to be able to construct themselves a (re)-entry shield in order to land on a world with an atmosphere. This doesn't have to be particularly substantial, but it will require some kind of industrial process... just plain old rock or ice will usually not work, and break up in the upper atmosphere. Something like a paracone might be as minimalist as you can get, so they need to be able to make and shape metal foil, somehow.
I think in my head I imagine them as mostly made up of energy or something.
If they're basically magical, you'll be OK. Don't try to handwave them as being made of plasma or something, because that couldn't reasonably exist in Earth's atmosphere. Honestly, I'd try not to go into any detail if it could be avoided, because details are where you can be wrong, and just glossing over stuff is something most readers/players/consumers are basically happy to do so long as your setting is otherwise coherent.
sunlight and gas for energy and propulsion
With a bit of handwaving, and not looking too closely at the details, you might be able to have them use solar-powered jet engines of one kind or another, so long as their "wings" were quite large and they were very lightweight indeed, which covers flight. Actually developing enough velocity to escape into orbit seems unlikely, because you need a lot of energy to get up there, the sun isn't that intense at Earth's distance, and the atmosphere provides a lot of drag. Even ultra-efficient and suspiciously high-thrust ion engines are unlikely to help here. Once fallen, your particular angels seem likely to be staying here until someone gives them a lift back out again.