We used already available kits and follow instructions given by the producing companies.

First variant you can find in article: I.M. Dubovskiy et al. Effect of bacterial infection on antioxidant activity and lipid peroxidation in the midgut of Galleria mellonella L. larvae (Lepidoptera, Pyralidae) / Comparative Biochemistry and Physiology, Part C 148 (2008) 1–5

Second one, Butt TM, Greenfield BPJ, Greig C, Maffeis TGG, Taylor JWD, et al. (2013) Metarhizium anisopliae Pathogenesis of Mosquito Larvae: A Verdict of Accidental Death. PLoS ONE 8(12): e81686. doi:10.1371/journal.pone.0081686

you can use the same reagents but with a fluorescence detection (more sensitive than photometer) and apply MDA solution as a standard.