Summoned insects should block it.
It’s very likely that summoning a swarm of insects should be able to stop a Killing Curse. As mentioned in the question, the Killing Curse can be absorbed entirely by one spider.
“Avada Kedavra!’ Moody roared.
There was a flash of blinding green light and a rushing sound, as though a vast, invisible something was soaring through the air – instantaneously the spider rolled over onto its back, unmarked, but unmistakably dead.”
- Harry Potter and the Goblet of Fire, Chapter 14 (The Unforgivable Curses)
Summoned insects would be as alive as that spider, so there’s no reason to think that one wouldn’t absorb the Killing Curse in the same way as the spider did. Blocking with other animals should work as well, since the Killing Curse works on animals as well.
Less clear is if conjured insects can.
However, it’s not clear if conjured insects (or other animals) would be able to absorb a Killing Curse - they may not be ‘alive’ enough to. It’s not clear how much conjured animals are like actual animals. Rowling stated that conjured objects don’t tend to last. Therefore, it’s unlikely conjured animals are truly alive, so it’s not clear if they’d be alive enough at the time they’re conjured to block a Killing Curse.
Q: It seems that the wizards and witches at Hogwarts are able to conjure up many things, such as food for the feasts, chairs and sleeping bags. . .if this is so, why does the wizarding world need money? What are the limitations on the material objects you can conjure up? It seems unnecessary that the Weasleys would be in such need of money. . . (Jan Campbell)
A: Very good question (well done, Jan!!). There is legislation about what you can conjure and what you can't. Something that you conjure out of thin air will not last. This is a rule I set down for myself early on. I love these logical questions!
- South West News Service Interview with J.K. Rowling (July 8th, 2000)
However, this doesn’t eliminate the possibility of conjured animals being able to absorb a Killing Curse either - though they’re impermanent, it’s possible that they’re ‘alive enough’ when conjured to block a Killing Curse. Also, inanimate objects can physically block a Killing Curse, and it’s not clear how large an inanimate object is required to physically block one. Therefore, it’s theoretically possible as well that a conjured animal (particularly a larger species) could provide a big enough physical barrier to block one.