So, if you look carefully at the lower part of the leaf between the camera and the fly, you can see that the thin DOF is right there, and then the focus starts to fall off by the time you get to most of the fly's body (the front leg is partly in focus.) Generally, you want the focus on the eye, and this is doubly true of anything with cool-looking compound eyes. My understanding is that the ML cameras don't support AF fine-tuning (or it isn't needed) so this may just be a case of stopping the lens down a little more to get a deeper DOF (remember to turn up your flash power to compensate) or placing your focus point on the eye if you weren't already doing that.
On flies in particular, you want to make people say "wow!" when they see the eyes. It's really their most interesting feature.
Not that this photo is anything special, but even in the small version I can post here, you can see what I mean about compound eyes:
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