This article is from the Children Allergies and Asthma FAQ, by Eileen Kupstas Soo email@example.com with numerous contributions by others.
It's probably not worthwhile to be tested for insect allergy unless
you've been stung and had a reaction. When you visit an allergist
after a sting, it will be helpful if you can produce the insect that
caused the reaction so it can be identified conclusively. If not,
the allergist will probably ask questions to figure out which insect
caused your reaction.
Further testing may involve injecting small amounts of specially
treated insect venoms just under the skin to find out which insects
you react to and how strongly.