One of the challenges of close up work is the very limited depth of field (i.e. not much is in sharp focus). You can increase depth of field by stopping down the aperture to f11 or f16, but depending on how large your subject, you may only have a few millimeters in focus (less than a mm at high magnification).

I was recently staying at the Sunshine Coast in Queensland. One evening I noticed a Bandicoot digging in the mulch down in the yard. It was a too far away for decent photo, and my flash didn’t have the oomph to light it properly, but had a crack at it anyway. By shining a torch on the animal I could get just enough light for the autofocus to lock in after it thrashed around for a while.