There's quite a few games that have scenes with insects, but most won't focus on them.
Ishu Aigan has some scenes with insects, but the artist's
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focus more on insects. They're not translated, though.
Giant Insect Research Institute
Insect Pot
Roachnighter
Only Bugs
Syahata's Bad Day
Mushikarishi: The Bug Hunter
Parasite in city has a couple of insect scenes
Mushi no Kangoku
Wandering City has a few scenes: one with a fly, one with some slug/worm things and one with a bunch of robotic spiders.
Creature Get more insect-larvae than insects, though. Also, it's pretty short
The Agnietta has some stuff like that, but not sure how much.
Fallen Doll has some insect scenes
Breed Laboratory
JK Hazard
Crisis Point Extinction had some scenes with insects, if I remember correctly.
Fairy Fighting and
Wolf's Dungeon also have a couple of scenes with insects
Shinobi girl and
Witch Girl also have like one or two scenes
Flying Princess Inter-breed has some, I think.
She ill server has some scenes
Syndrome of Death has one scene with an insect. Other than that, game is pretty short.
Captivity has some insect enemies, but I haven't played it so no idea about the content in there
Fighting Girl Sakura R also has some
