Excellent Chris! I love this kind of natural environment studio stack. You have probably stumbled across him on Flickr, but I consider
Andre de Kesel to be one of the best at this type of thing. Well worth looking at his work for inspiration if you haven't already.
I think you've encountered the issue
@Carlh was describing in his coin stacking thread as I can see some blurry areas and I'm not sure why they are there. If using stack shot I'm pretty sure it should take care of any "gaps" in the focus points (unless it was configured incorrectly). I suspect this is a result of the stacking process in PS, and if this is the case then I would suggest it may be worth investing in one of the dedicated stacking utilities available. I believe both Helicon Focus and Zerene both offer downloadable trial versions, however I am happy to pass your files through my copy of zerene if you would like to compare results with PS.
Other than that I think you can get some more diffusion in your setup as you are still getting some strong highlights (not bad highlights, but I feel there is room for improvement) and think I would play with the composition slightly as I'm not keen on the slight crop to the body on the right, with more room to play with on the left. That said it does add to the feeling that this was taken in the field (where this type of thing would be more excusable). I do like the low angle you have gone for which makes the subject look very impressive (more like a triceratops than a minotaur in my opinion).
I assume you've placed a blue card or something similar behind to represent a sky (or did you take this outside to shoot)? It works very well but you have got some blue light bouncing back onto the subject. I'm not sure if this would occur out in the field but something worth looking into I think.
There are a few points of critique there but overall I think this is excellent. Something I would like to try myself at some point, I'd be interested in knowing where you sourced the beetle from.