I'm using a Fuji X70 with a couple custom macro lenses (front element from zoom lens and magnifying lens from a DLP projector) to get roughly 2cm FOV - > 10cm and 2cm - 6cm focal length.

And lighting is a diffuser from an LED B22 bulb I cut off and made an attachment to fit over the flashlight (Nichia 219b CRI95 x4 emitters) which diffuses and spreads the light well, but takes a hand to use. (Too weighty to make a hotshoe attachment for it imo, I'd risk breaking it off.)

 
(Yes, 'Jank' is my middle name.)

But I take pics like this using that arrangement currently:


And would like ideas on how to better light these please!

A ring LED would possibly do, but also impact what tight spaces I can fit the camera to get up close to bugs.
A reflector hood is possibly an idea, but also really bulky.
And I do see but haven't had any experience with LEDs on gooseneck mounts which attach via the hotshoe mount.

The hardest but probably best idea I can come up with currently is buying a couple high CRI leds and and incorporating them somehow into the 3D printed lens mounts. 

Would love to see your macros and lens/lighting setups please! :)