I have had this excuse countless times. There is no way that you can bid on a item by accident. I simply send them a polite email explaining to them that we do leave negative feedback for unpaid items and file unpaid item disputes with Ebay. I then explain to them that a unpaid item dispute will lead to a buyer strike which could result in suspension from Ebay. I have also found that filing a claim with Square Trade without a moderator (the free one) will also produce results. I never let a non-paying bidder slide because if you do it for one you will have to do it for others. If a buyer that plans on not paying gos through your feedback and sees that you have left negatives in the past for unpaid items they will usually not attempt to do it. If they see you never leave negatives then they know they can get away with it. That's what the feedback system is in place for. Use it!
I have this happen at least every 4-6 weeks - i just let it go............ or if i dont like them or they were rude i wait till around midnite the 90th day ie last day to leave feedback and slip a negative in so they have no time to leave me a feedback and if it is someone that doesnt use ebay often they dont catch it untill its too late