Indeed. That's how I shoot insects: live and in the field with a macro lens. It's quite a challenge, especially for the smaller insects (2-3 mm in length).
https://www.inaturalist.org/observations/sohkamyung
And here's a Singapore Biodiversity Report that included photos from me (Figs 10-12) [PDF]
https://lkcnhm.nus.edu.sg/wp-content/uploads/sites/10/2023/0...