Composing and focussing are the two main tasks. As you compose the frame, be aware of the lighting and color characteristics of the background. Probably the best method of focussing is manually. Rough focus your camera on a subject at similar distance to your specimen then swing over to your subject and quickly compose the frame. Holding the flash at a desireable lighting angle, rock the camera back and forth to achieve good focus before shooting the frame.
Good technique requires plenty of practice and experience.
Bracing yourself and holding your breath might help the process. Your insect macrophotography will benefit from a rudimentary understanding of the definitions and relationships between depth of field, aperture and magnification. The amount of the photograph that appears in focus is known as the depth of field. The greater the magnification, the shallower the depth of field. As you view your insect subject through the viewfinder of your camera, you have to realize that you will usually end up with more in focus in your final photograph.