I found a news article about a GPS receiver that is smaller than a penny, and weighs only 0.3 grams. Even with support electronics for data logging, remote downloading, scheduling, and battery, it still only comes to 10 grams. This may not be quite small enough to attach to insects, but they are designed to be used to track the foraging habits of bats.
I could not see any pricing on the manufacturer ? website, but that is small enough that weight and power requirements should no longer be a limitation for adding position sensing to almost any robotics project.
Definitely something to check into for our rocketry members. A 10 gram payload weight should be doable. If added to an existing sensors / recording package, it could add as little as 0.3 grams.