1) Stop shooting spiders on super cool bases - you're showing the rest of us up
2) I hope that spider gets paid
3) The MPE is a challenge and as you've found 3:1 and greater it really gets hard fast. The twinflash setup that is often paired with it has a light in each flash that, with a quick double tap of the shutter button half way, turns on to illuminate the subject. This is invaluable as it gives you much needed light to help focus.
I've seen people do similar with LED lights on those little flexi-arms. You attach the light to the lens end or to a bracket on the lens/camera and then adjust it so that the light falls where you're in focus. Focus lighting aid is very important, the lens closes down its effective aperture as you increase the magnification so you really do get much less light as you focus closer and closer; this is without the effect of you likely shadowing the subject as well with yourself/camera/lens.
4) Sometimes I find it helps to use the left-hand-brace technique. At its most basic this is where you take hold of the surface the subject is resting upon or the subject itself (ergo a part you're not photographing) and then balance the lens of the lens on your wrist/hand. The idea here is that the lens and subject should now be wobbling at hte same rate as a result of your natural body motions.
5) I find that often when the subject is on the ground or other firm surface; if you move your left hand down the lens so that you're balancing a few fingers on the surface and then the est balancing/holding the end of the lens - this is essentially bracing the lens and for ground shots really makes a huge difference.
6)
MPE 65mm test shot series Set has a description on that page with details of what was done and how if you want to do your own.
Basically because of the effective aperture reduction (there should be a littel booklet with the lens that tells you the relative aperture values wide open at different magnifications) you have to select a wider aperture the more you increase the magnification. This is because your actual effective aperture is much much smaller; so if you keep the lens set at a small aperture then yes you get more depth of field; but diffraction will kick in hard and really harm the sharpness. At 5:1 you will see your shots softer even on the best aperture and with best of settings - that's because you're somewhere around f22 if memory serves me right.
7) Practice practice practice - just gotta keep using it. It's a wonderful, nay fantastic lens but requires a good investment in time to get the best from it.