Taken locally, on the day there was a little sunshine - seems like a distant memory now!.
I used the patch tool to tidy up the background.
Canon 20D Canon 180mm macro Canon 550EZ plus Stofen Omnibounce
ISO 200 -1/3
Flash Hi-speed sync -1.3
1/1250 sec @ f3.5
First of all, I don't think the backgrounds looks bad at all. I think you did a good job with the patch tool. I do think the d-fly could benefit from some increased dof particularly around the head and along the wings. You shot at a/1250 sec and ISO 200 so you have plenty of room to go to f/11 or even higher.