Using 1/500th shutter speed you never will. Notice the EXIF on Wev's shot above. He used 1/1600th second and still has a little wing blur.
I have gone as high as 3200 at f9 and still not managed a crisp full stop. Honey bees average 200/250 beats per second in still air. Add to that the erratic flight path and transparency of the wing and you get a pretty difficult target.