Nice shots. How were you able to get so close without spooking the bugs? Wish I could do that.
Lots of patience, be ready to get dirty and move like a slug ! You need to make sure you do not make any sudden movements while you are trying to approach your subject. Another thing that i found out is that you need to try and keep the sun in such an angle that your body will not cast a shadow on top of the insects while you are trying to approach them as that tends to scare them off. Also, if you've managed to approach them and when you are about to snap the photo, if they fly away, keep still for a sec and again without any sudden movements just take a pick to see where it's gone. They sometimes tent to return to the same position or near by.
When ready, snap as many photos as you can as they are tricky sometimes with their movements. Out of 10 you may have a usable photo
Oh, and if you'd like to try it out, start with flies, they are the easiest to get still long enough.
Also, choose your times of the day. For example i am now planning to get some butterflies in but the best time is in the morning. Reason being, butterflies are cold blooded and they need the sun's warmth before they are able to fly around. So during the morning they tend to sit around with their wings open gathering warmth. Be patient and you can do it