For very small objects, I have found that it is very difficult to get deep DOF with almost any camera/lens combo. You are starting at a bit of a disadvantage with the full frame D800, which naturally has a shallower DOF compared to smaller sensor cameras. But I even use a micro 4/3 Olympus sometimes, with its 25% smaller sensor, and I still have some issues with objects not always being sharp at the minimum usable aperture. Using different focal lengths can help a bit, but if you use a 35mm lens, your subject will appear smaller in the frame at the same distance...so you move in closer to compensate, and voila...right back at a shallow DOF.
I would recommend looking into focus stacking as a possible solution. I have had good results in PS with it, just make sure that the EXIF camera data is in the resulting images you send into PS.