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Indeed these are excellent photos. Recently I have been using stacked images to get depth of field. Today I experimented with a pinned tabanid Hybomitra zonalis that is a little larger than bromius. Tried to get the same angle. Using a Nikon digital SLR and Nikon's 105mm AF Micro set at f32 gave me results similar to the above. Most lenses lose sharpness at f32 but Nikon's 105 AF micro is corrected for such small apertures; It is sharp enough at f32 for me to be able to see the rows of facets in this tabanid's eyes. Of course, getting such a sharp image in the field with a living fly is far more difficult than what I attempted.
So Theo, expensive optics and small apertures is a place to start.