Focus Stacking Macro Photos (Enfuse)

I recently got a new camera to update my aging (gracefully!) Olympus E-P1. Deciding to stay with the µ⁴⁄_3^rds (or µ43^rds, or micro four-thirds - I just wanted to play with some HTML entity codes), I found a really tasty new Olympus OM-D E-M5 waiting for me for Christmas! In deciding which kit lens to go ahead and get with it, the Olympus M.ZUIKO DIGITAL ED 12-50mm F3.5-6.3 EZ was a no brainer. Water-resistant (to match the camera), and a neat macro function!

This article is about focus stacking, for exposure blending, see here:
Automatic Exposure Blending with Enfuse (HDR-ish)

Well, I couldn't help but snap a couple of macro shots of my trusty Warhammer 40k Space Marine to play with this newfangled lens.

The problem, if you haven't done macro photography before, is that the depth of field will become razor-thin. You can alleviate it a bit by closing down the aperture a bit, but at some point you'll hit diffraction limits (and reduced sharpness).