Very nice work there, I like the 3rd shot - really close up there! You have good sharpness, depth of field (barring the first, but many macro shots are like that when you go for such a shot - many people try photo stacking where you take a series of shots at different focusing points so that in the end you have several shots which each have the sharpness in a different area on the subject in question. Then manual (using a layer mask) or auto using a program they stitch the shots together to get a single one with a greater depth of field 0 course you have to keep the camera and subject perfectly still for this to work of course.) And good work on the lighting (Would I be right in thinking that the last was taken without flash?)
As you say the only real problem is the background being unnatural, but you have the skills there!