This last weekend on a cloudy night, I was finishing up my calibration library. My first flat field frame had a smudge in it. On reviewing the second frame, the smudge moved. I do believe that I had an Asian beetle wandering around.
Good one. I have a somewhat similar insect story, but it was during visual observing. I was comet hunting in twilight. I suddenly recoiled as the silhouette of an enormous monster appeared in front of me! Then I realized... a mosquito had flown into the focal plane of the eyepiece.