It also helps to have a colorful leaf in the background, though I also like black. Dara uses focus stacking with flash for most of his shots, though this one was a single shot at f/22.
A few of his tips I found most useful: shoot the face of an insect from below, looking up at it. The back is what you need for ID, but the face is where the personality is. Pick moths up off the moth sheet with a leaf - they look much nicer on a leaf than on the sheet.