That is unavoidable when doing extreme macrophotography work; only a tiny portion of a 3D object in the image will be in focus, so you need to 'focus stack' multiple images to get a single good image.

In a way, his work is giving the illusion of enlarging insects until you can see the details with just the naked eye. Just magnifying the insects, like you would to see it through a microscope, will mean that you have to constantly adjust the focus of the microscope to see the different parts of the insect.