Sitting in a patch of sulight in the woods: the light is through a tiny break in the trees - I think it makes it look like a studio shot, but I've tried to include some background to give sense of place. Couldn't believe how long the thing sat still for - had to make it fly off after shooting to check it was actually alive.
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Pseudo Critique Club comment (since you requested):
Composition: I like the inclusion of the background in this shot. As you said it puts the insect into context. I think the insect is perhaps a touch close to the bottom of the image - the classic "rules of thirds" would apply well to this image I think.
Technical Quality: In general the image is quite good. The lighting on the leaves is wonderful - the shadows bring out the texture. The bug is perhaps a little dark though since the light is from behind and above - I realise you would have had very little control over that though unless you could bounce some light in (using a mirror) or shot from the other side of the bug. Finally there seems to be a focus problem... The shallow depth of field is wonderful, but looking at which parts of the leaf are in focus show why the bug is slightly blurry. He is at the very front edge of the focus area, and his nearest legs are out of focus. With such a short range in focus, moving the camera one centimetre would have changed this. Having said that, the area in focus is incredibly crisp and sharp - well done.
Meeting the Challenge: Fauna - yes, and in it's natural environment (which a lot of people felt was necessary for "fauna").
Creativity: I like the inclusions of the leaves, they add so much interest to the photo, and the shallow DOF brings attention to the insect, which is very appropriate given the challenge topic.
Border / Title: The border is relatively simple (simple is good) and the title is perhaps a bit plain. I can't really think of a better title, perhaps something to put his size into context like "its such a big world when you are so small".
Overall: I think the minor focus issue detracts from this image, and the lighting makes the bug a little hard to look at. You have done well to capture a living insect in it's natural environment, so I can sympathise with the technical difficulties. Well done and good luck.
The angle that you chose really created depth in the picture, I feel as though I could walk on to that leaf, and keep walking. I wish that I could see more details of the little bug!