This macro stuff is fun but challenging. Ha! One of the first shots with my new Tokina Macro 100 F 2.8. Hopefully time will help with my luck. Ha!
Hey, you got the Tokina! Congrats! Many happy insects
FWIW, I do a fair amount of macro work for my wife's business. I've found that throwing tons of light at the subject allows you to use a higher f-stop so you can get a deeper depth of field. You don't always have that luxury of course, like when you're not shooting in a studio setup. But if you can, it helps. Outdoors I use a ring light mounted on the front of my lens - they're cheap, and pretty handy.
Of course there's also focus stacking too. Just explain to the fly what you're doing, and I'm sure it will pose long enough for you to take a series of shots :encouragement:
Looking forward to seeing more of your small efforts!