Hey Thijs, yes damsels do make great subjects, and the body on this one looks great, but the general rule when shooting critters is the head and eyes have to be sharp. You did a great job getting the body sharp, but the head came out soft. The three vertical lines and and one horizontal line at the top are a little to strong and pull your eye away from the subject. Not sure if you had and option at a different angle that would have help out the BG. You didn't mention the f-stop you used, but a lower f-stop number may have help blur the BG better.
I wonder if you may have made a sharpening mask and been a little tight around the head and thorax?? I may be wrong but I have a sneaky feeling those fine hairs may be in focus. I like natural backgrounds but I agree with Mike, you could either clone or brush over the OOF grasses to subdue them.
I've had lots of experience with a similar species here and I know that even when in perfect focus, these things can give the appearance of not looking sharp around the head. I think you did very well. As mentioned the lines in the BG are a bit distracting but you could probably blur them some more. The wing is my favorite part of this shot. It looks fantastic!
The light actually helped you here IMO, and the fact its' angle is from high above gave you a really neat shadow on the blade of grass. Maybe just a wee bit tight top and right, but no deal breaker. WOW to the wings!!