This is something that I started working on last year, and there are so many variables that it's taken this long to wrap my head around all of them (the trickiest is always the light). I'm probably gonna work out some technique issues before trying this again -some way to cut the number of variables down to increase my "keeper rate".
Technique: I found a spot in my Lavender bush where I could bait the bees with some artificial nectar and photograph them with the sun at my back. Fortunately the angle of the sun was high enough so that I could shadow the subject and not the background. I needed the natural light to keep the background from being black, and the flash to freeze as much motion as possible in the subject. Lots of deleted frames due to a light breeze and a less than cooperative bee.
Tech Specs: Canon 80D (F11, 1/250, ISO 200 with highlight tone priority) + a Canon MP-E 65mm macro lens (1x) + a diffused MT-24EX (both flash heads on the Canon flash mount, E-TTL metering with -1 2/3 FEC). This is a single, uncropped, frame taken hand held.