What are the rules for applying for the same fellowship (scholarship) after being rejected?
This may be more of a long comment than an answer.

Much of what you ask about depends on the specifics of the fellowship/grant you are applying to. Many (most?) fellowships are limited to the X best candidates. In this case, the fact that you did not get it does not mean you did something wrong, simply that there are other candidates that are better. In these cases I don't think "personal growth" is expected, you simply need to be better than the other candidates. There is also an element of luck, since some years may have stronger competing candidates than others.

This does not mean you should not try to strengthen your application/interview.

The success rate depends on the specific fellowship obviously.