I would often place the bugs in a Rubbermaid picnic cooler to give them a white background. This was nice, but I still wanted a "ring-light". I started using a small ring I cut out of an empty vitamin bottle. I would put the bug in the cooler, and then put the "white fence" around the bug to get some flash "bounce" so the bug was lit from other angles. The effects are probably similar to "Roar's foam cup"
, but I think it may be easier to keep the bug off the walls - just move the fence with the bug (of course taking a cooler into the field isn't that practical)
Note: I used this with the coffee filter at 4 layers due to the concentration of the light by the fence/"ring-light".
Make the height of the fence about the closest focal distance from the camera-body to the ground. Then you can rest your camera/hands on the fence and use the platform for stability but still get as close as possible for tiny bugs. Use your hands to elevate the camera slightly for larger bugs similar to holding a pool cue, but still resting on the fence.