Thanks so much Darkrai, I really appreciate it!
These were taken through a Raynox DCR-250 on a Sigma Apo OS Macro lens. I use a studio strobe with a 16-inch beauty-dish diffuser.
Haha Barely stacks! I just got lucky that a few of the hand-held images aligned well enough to stack ... sort of. Actually, those were taken through a Canon MP-E 65mm which I've adapted to my Nikon, but I have no aperture control of course so can't get much DOF with the lens. I use it primarily for studio stacking, for which I have a StackShot.
One of the Orchids molted in transit, here's a 140-image focus stack of its exuvia ...
[Edit] Oh btw, it occurred to me that you perhaps thought that some of the earlier images were stacked (?). I've only been lucky enough to get an actual deep stack of one of my mantids so far, the Creo when it was young didn't move at all, and I twice got over 100 shots with not even a waving antenna or moving mouth-part! Anyway, most of these have pretty good DOF since I'm using a D800E ... with such a massive sensor I can get away with shooting at f/32 and even all that diffraction doesn't really show up at web sizes. When I was shooting with APS-C sensors I would rarely go above f/16.
Here's one of the deep stacks of the Creo, L2 ...