maybe someone like you can do a nice walk through as to how you pin them so they can be framed like that. it would be something I would like to do someday.
I'm using the easiest method that exist in bug world. I'm taking dead mantid, pinned legs, forearm, head, wings (sometimes) etc. Then I put this pinned mantid on bookshelf and I forget about it for few weeks Later I taking this dry mantid to my collection. That's all.