Nice first go, Andy. I like the composition and exposure is spot on.
You have already discovered the joys (ha!....the challenges) of a shallow DOF: the EXIF does not show what aperture you were using - something in the f11 range? If possible I would risk higher ISO to get the depth of field because you can always reduce noise with careful but you can't correct poor focus.
Despite that it is a shot well seen so good reactions! Just don't expect it to happen every time
Using handheld, a good camera technique is essential and there is one technique used by rifle marksmen where you inhale then exhale, but halfway you hold it then press the shutter button smoothly. It is surprising how you can improve your steadiness with practice.
When shooting macro even the merest breeze can move the main subject out of the focal plane so patience is a definite virtue. However if conditions are difficult, and if the light is good enough, you could try using the continuous shooting mode where you set the camera on the highest shooting rate, focus as best you can then rock ever so slightly backwards then forwards while gunning the shutter - it is not pretty but of the 10 or so shots you get, hopefully one is near in focus.
As for focus stacking, yes that is a very useful technique if the subject will stay still long enough. You can do this in one of two ways: change the focus point of the camera very slightly or change the position of the camera very slightly and for the latter you can google 'focus rails'.