What exactly did you want to say about them? In casual English "baby insect" or "young insect" is okay as you used them, (not "infant") but I'm not sure why you would want to refer to "young insects," or how you would know if they are "young" or not, once they have reached their adult form. I mean, there's really no such thing as a "baby butterfly" -- first it's an egg, then a caterpilla