Fun images. I like Douglas Fir cones -- those three-pronged bracts are distinctive.
About the flash, I'm thinking that it's working so well precisely because it
is so close to the subject. It'll act like a bigger light source that way, casting softer shadows.
About the f/stop...
The DMC-FZ7 has a tiny sensor -- only 5.76 mm x 4.29 mm according to
dpreview -- so f/8 on it is like f/45 on 35 mm film (8*(24/4.29)=44.8 ).
If the aperture were any smaller, the images would get fuzzy from diffraction -- you wouldn't like it!
That's why the manufacturers make 'em the way they do.
So, that camera will give you about as much DOF as any camera will. What it won't give you is as
little DOF. You won't be able to get nearly so nice fuzzy backgrounds as with your 35mm EOS.
BTW, strictly speaking you've exceeded the 3 images-per-day limit in this one post. I know, they're tiny and they're on another server, but it's a lot simpler if we just enforce the posting guidelines as written. In the future please combine smaller images as suggested, so as to stay at 3 or less per forum per day.
--Rik