While nothing like the photos in the article, I've gotten neat footage of living insects (and other arthropods) by putting them in a little makeshift container under my microscope, with strong lighting from the side. This is very much not a good setup, but it's allowed me to capture things like a front view of an earwig cleaning its antenna.

I typically do this when I find a little arthropod inside; instead of killing it, I give it a free trip outside without (intentional) harm, for the small price of experiencing an alien abduction.