I think you're starting to get there with that last one. OCF would help immensely, but this is not bad at all. You could stop down a little more and try to get more of it in focus, but unless you're using OCF, my guess is you're not gonna be able to get too much more in focus without ending up shooting at some pretty high ISOs.
One thing you CAN do to get more of the insect in focus is try to shoot more straight on from its side, but compositionally, that creates a whole different shot. If you're going for the head-on type shot, there's only so much of the insect you're going to get in focus. Well, you could do focus stacking, but I've tried that exactly once so far, and NOT with something living. I can't imagine it would be very easy to try to get that wasp to sit still long enough to get all the shots you'd need for focus stacking...without freezing it first. ;-)
By the way, a little tip if you want to get more "macro" close with the insects. Go out early in the morning, as soon as it's even possibly light enough--use your camera flash if you have to. In the early morning, while the dew is still on them, insects are much more sluggish and easier to get close to.