Phil,
I wrote this same thing in another post just a few minutes ago, but it's worth saying again.
This bit about how to relate DOF to f-number is really awkward. The relationship is complicated at best, and then the manufacturers throw in zingers like Nikon's dealing in "effective aperture" while most everybody else works with f-number at infinity, and some lenses are different from either of those.
The one safe rule is that stopping down always gives you more DOF, up to the point that everything start to get fuzzy from diffraction.
You can find that optimum aperture by bench tests with subjects that don't move. Then the most DOF you can get for moving subjects is to use that same optimum aperture, and add light if needed to keep the shutter speed fast enough.
We share your pain. DOF is the #1 frustration for macro shooters, and unfortunately it's just plain complicated. (If anybody can figure out how to make it simple, please let me know!

)
You can get some hints about what's possible by looking around the galleries. But they're
only hints, because the maximum achievable DOF depends strongly on the size of the subject (which is seldom specified), and the aperture
setting needed to get that maximum DOF also depends on the camera, the main lens, and any closeup lenses or teleconverters that are used.
The only way I know to get a good feel for aperture is to systematically play with it, see what happens, and try to make sense of what you see. Take a look at
http://www.janrik.net/insects/ExtendedD ... deoff.html for example, and read
http://www.photomacrography.net/forum/v ... 07&start=3 for discussion of what's shown there.
From the equipment list that you posted
elsewhere, and the settings that you've listed above, and my best guess about subject size, I suspect you're now in the right ballpark. The second one looks a bit fuzzy even at sharpest focus. At f/32 and 1:1, that could well happen from diffraction, in which case you'll have to either live with less DOF than you'd like (and we all do!), or to increase DOF through stacking software.
You're doing fine...honest!
--Rik