Great shots, the fall off is an issue when you are so close the only solutions I know of are to either pull back a bit and crop heavilly to get the close up detail or as already mentioned use focus stacking.
To do focus stacking accurately you really need a good solid tripod and depending on how many images you are going to stack probably a focus rail as refocussing the lens can cause the image to enlarge or reduce where as with the rail you pull the whole camera back or forward with fine adjustments. Also stacking is a problem with a life specimen as the blighters have a tendancy to move.
I have read some people either shoot dead insects or pop them in the fridge for a while although my wife would have a fit with the latter
Here is a sample of a stacked macro I did using a Velbon focus rail:-
