Some common problems you will experience if you start high-mag stacking bugs

Dirty bugs

Bugs are dirty. Not as in unclean, most bugs actually spend a lot of time cleaning themselves while alive, but most of them especially hairy specimens do very easily collect minute particles, dust, pollen, lint etc. Once captured and killed, it's vital to keep your specimens enclosed to avoid contaminating them with airborne particles.

I try to keep my specimens in individual clean pots to freeze them, and only get them out of the freezer and out of the pot when I want to shoot them. Once shot they should go back in their pot and back into a fridge/freezer to keep them in case you want to re-shoot

Here's a good example, you'd wonder how on earth I could miss that massive piece of crud stuck to this critter's eye, but you would be surprised what you can miss peering through a small viewfinder at a tiny subject!

Here's another good example. An otherwise nice shot spoilt by a small piece of debris... (Which admittedly could be sorted out with some cloning but the bottom of that eye would never be quite right!)

The way to deal with this is to examine your subject carefully before attempting to stack it, using either your camera/bellows/lens, or a low power stereo microscope, or a high powered magnifying glass. Clean off any particles you find with a tiny, fine tipped, clean artists paintbrush or similar. That was a lot easier to write than it is to do but I'm not sure I can give much more advice on this, just work at it, you'll get there in the end!

Starting the stack too late or stopping it too soon

It's extremely easy to think you've set the focus on the front of the bug, and shoot the stack back through the bug, then find when you combine the images that you missed some tiny bits at the front of the subject. This can easily spoil an otherwise nice shot. It's also easy to think you've shot enough depth and find that you haven't. The only way to be sure you have enough in focus is to actually start the stack with everything out of focus, and proceed through the subject, only finishing when everything is once again out of focus.

Being in a rush to do the stack after getting the bug out of the freezer

This is a common problem of mine, I get the idea I'm going to do some shooting so get a couple of specimens out of the freezer. I mount one of them up and start lining up the shot and working on the lighting/diffusion, do the stack. Then find out on processing the image that the bug is covered in condensation, particularly on the eyes.

e.g.

Being in a rush to do the stack after moving the specimen from a cooler location can also cause another even worse issue. Quite often while a bug is defrosting it will actually move around. Not because it is in any way alive but purely from the effects of the body warming and expanding. If you try to shoot a specimen while this is happening, strange things can happen, including legs and antennae wiggling around, or in extreme cases the bug moving out of the field of view as the stack progresses.