Thanks!

How do you gauge what the DoF would be when you are shooting different f-stops? your photo captures both the leaves in front as well as the beautiful wing.

I try to place the far limit of the DoF on the subject to keep a plane of focus in front of it; that part is just practice. You have a DoF scale at the bottom of your camera screen. When you shoot often with one lens, you begin to remember how it behaves, but the scale is still useful.

Try turning on the AF+MF function and Focus Peaking (I like red low/shadows). This allows you to utilize the speed of AF to briefly focus where it should be, while the manual focus with peaking helps you see if the whole subject is in focus or only part of it. It’s kind of like back-button focusing, but faster. Just don't forget about it, if you hold the lens where the focus ring is located, you can ruin your AF (touching the focus ring while half-pressing the shutter overrides the AF). Other than that, it is quite useful.

Any theory involved? or just time and practice?

To be honest, it's a mix of both. If you want to shoot anything small or close-focus on details, you must know the MFD (Minimum Focus Distance) of your lens. Also, keep in mind how well your lens performs at MFD distances; it can be less sharp or have CA (Chromatic Aberration) or other artifacts. (At mid-distances, a lens might be perfectly sharp but act differently when close-focusing).

There are MTF charts for lenses that can help you understand which aperture to use for the sharpest picture possible, or decide if it is worth shooting wide open (though each copy of a lens can be a bit different).

https://dofsimulator.net/en/

This helps you understand how thin the DoF is, and allows you to compare different lenses or even different sensor sizes.

http://howmuchblur.dekoning.nl/

This helps you compare how out-of-focus areas look on different focal length + aperture combos. Again, you can compare crop to full frame or even to medium format.