You really should test it on a tripod. Don't you have a gimbal head of some sort?
I would suspect a decent tripod+gimbal head to be in the $500+ range for something I might not use that much. If I eventually need such a setup I'll buy one, but I'd like to eliminate all the possible no-cost solutions for my less-than-sharp photos first.
1) Try "cheap" tripod first to see if that helps.
2) Try turning VR off when shooting @ 1/500, 1/640, 1/800, 1/1000, etc.
3) Try focus fine-tune. Put camera/lens to tripod and check focus, then check LV and magnify image to see if it's really in focus.
As always much thanks for the feedback.
Edit: According to this DOF calculator, on a full-frame camera w/500mm lens set to f/8 and focused at 8 feet should yield 0.03 ft DOF or 9.1mm. If the focus is nailed that DOF should be enough for all my bee to be in focus, but if my lens is even slightly out-of-focus the DOF wouldn't be enough for my bee to be in focus?!?