What is smaller than 小 There are so many ways to say "tiny" it seems. What is the most common way to say "tiny" to something, as in size, an object. Like a tiny insect, or tiny butterfly. Small in English, is still relatively large compared to tiny.

I have been looking through dictionaries and online, I have found the words:

微, 微小 and 极小   

Are these the most common ways to say tiny? Which other should I consider using?  Which is the most common one? Any differences in meaning? 

极小 seems to be more for buildings?
In addition to 微, 微小, 极小/極小, you can also consider 渺小, 細小, 微型, 迷你. There are too many words/idioms for tiny, but these are the more common ones I can think of that are applicable in your context. Below is the explanation of each:

微

In the context you intend to use it in, 微 seems to be colloquial, e.g. 微翅膀, 微触角. Note that you should not say 微的翅膀 or 微的触角; it would not make much sense.

微小

This is smaller than 微 and 小, and is probably the most commonly used word for tiny.

極小

This translates to extremely small or minimal. It either implies that the object is one of the smallest among the likes or simply emphasizes/exaggerates the tiny aspect of the object.

渺小

This is tiny as well, but it can also imply the insignificance of the object. For example, 渺小的翅膀 can mean the trivial wings. Be careful with the possible connotations of this word.

細小

This is tiny and thin, which is probably a good word for antennas, i.e. 細小的触角.

微型

This literally translates to tiny form/mode/model/version. As such, it is usually used when there is at least one larger version to compare with, e.g. 微型翅膀(the tiny wings) and 巨型翅膀 (the huge wings).

迷你

This is a load word from English, as you may have realized – mini. It is almost always used in a colloquial context.