Bacca, who also scored Milan's opening goal, missed a clear to put them 2-1 ahead when he tried "rabona" where the kicking foot is wrapped behind the standing leg.
"The rabona is permitted, but you have to score, otherwise you need to be pinned to the wall. Fortunately, he scored another goal later on," said the famously hard-to-please Mihajlovic after Milan's 3-2 win at San Siro.
"There's no doubt that we played well but we need to do better in a number of situations and we conceded two daft goals," he added.
"We do not know how to control a game, so we must always push and aim to control the situation with stronger possession. The first half was very good and we ran no risks apart from the goal.
"I get the feeling that when we're in the lead, we’re happy to settle or we're afraid to win. We need to believe more and when our opponents are struggling we need to kill off the match."
(Writing by Brian Homewood in Berne; Editing by Amlan Chakraborty)
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