Magnus, reference the slight movements between shots, are you using a remote release? This should cure that problem instantly.
Also, I hope I am not teaching you to suck eggs, so please forgive me if I am, but to get greater depth of field on shots, decrease aperture and decrease magnification.
With a quality camera, depending on what your final shots are for, it can be worth stepping back for the photo and then taking that photo with an extremely high resolution, and then cropping it so the subject feels the frame. This should leave you with a useable photo for magazine work.
lastly, have you considered using Photoshops HDR "voodoo magic"? It can turn flies into the most amazing images through the way it processes colours. They really do leap out at you.
Having said all that, the images you put up look great.