falling star is played targeting two different units they are both at a battlefield, I react with grim apothecary and pull the unit back to my hand what happens to falling star after this?

Falling Star is not countered — it still resolves; the unit you bounced just isn't hurt by it.

Your Ambushed Grim Apothecary enters, its "when you play me" trigger resolves first, and the returned unit goes to hand (a non-board zone), so it's no longer a legal target and takes 0 damage (Rule 359.3.e.2). The catch is you didn't waste the spell: Falling Star's two "deal 3" instances pick their targets after the spell resolves (FAQ 2306), so your opponent re-chooses from whichever units are still legally on board at that moment.

That includes your newly played Grim Apothecary (3 Might) — it can take 3, or 6 if they point both instances at it, which kills it. If no units of yours remain on board at all, the damage must go to their own units (FAQ 4045). Note you could also bounce the Apothecary itself to dodge (FAQ 9746).