Technique

Talking to a photographer on Facebook I was inspired to try Burst Mode for focus stacking - set the camera on 10 fps, find a focus point short of the subject and move slowly towards it. My trial wasn't conducted in ideal conditions (overcast, a bit windy), but this was still the only stack I was able to rescue from over 200 shots. I'm not ready to abandon the idea yet, but clearly the hit rate of trying to do this purely hand held is not worth it, so the next stage was to try bracing the camera with a stick to try to get a bit more control. That didn't work either, if anything it was harder to control the camera while holding a stick and it was so cumbersome I would have been better off using a tripod so it's back to my original stalking method. 

Anthomyiid fly. 

Nikon D7200 EL Nikkor 50mm f2.8N (reversed), f5.6, 1/100 ISO 2200, 5 image focus stack.