The entire image of the shoot at f/16, with Canon MP-E 65mm lens at 4x, wich result in a effective aperture of f/80, the diffraction vanish all the fine detail but the DOF cover almost the entire subject.
Without the worry about preserve fine detail was possible to expose to avoid losses to highlights and strong sharpening and strong noise reduction, but the compound eyes, the most important in this photo have sufered in detail and exposure adjusts.
Crop of the above shoot, available in large size:
The entire image of the shoot at f/5, with Canon MP-E 65mm lens at 4x, wich result in a effective aperture of f/25, still into diffraction arena but much less than the usual compromisses of the apertures used at this magnification. The depth of field cover only the eyes and was possible to overexpose them for noiseless results in post processing. In post processing used very little sharpening and slight underxposed to be compatible with the image at f/16
The body of the insect lost most of the info in highlights and out of DOF parts, but will not be used for the final result.
I always aimed in the insect photos at detail in the compound eyes of the subjects, but considering they are only a small part of the subject most of the times to keep them in focus and the rest of the insect there is a need to high apertures, wich end in diffraction and motion blur and damage all the details at eyes. One viable solution if the subject is steady enough is to make two photos, one aimed at the eyes and other with longer DOF to cover all the insect, and make a "DOF stack" by layer work in post processing. The software I used was GIMP software. One third image, not present here, was used to address some highlight issues.
Crop of the above shoot, available in large size: