hi. Do try f14 to f16. The distance from lens tip to subject is important too. Then make sure of good lighting 1/200s. If its dark then it won't be sharp. Once you have ways for good lighting. Photo will be sharp and DOF is lessen. Lately am doing f8 to f13. It gives more details but DOF problem. To solve I move farther from insects.
Stacking I tried before. But on live insects its not easy to photo stacks :)