I see Rocky had a yellow preshot this morning (14.5) Let's hope this is going to be a better day for him.
Rocky seems to be very sensitive to small dose changes. The .5 wasn't lowering the numbers, but the .75 was producing very long cycles (with preshots sometimes still on falling numbers) or sudden drops in blood glucose. And in Rocky's case it seems that a number of cycles on the same dose are needed in order to see the full effect of that dose. (Hypurin PZI is a very long lasting insulin (can last in the system longer than Lantus or Levemir)).
Well done for sticking with that 'fat' .5. I know it hasn't been easy to see those numbers stuck in pinks. But trying to find a dose between the .5 and .75 does seem like a logical experiment... Let's hope your patience pays off....
Another thing I noticed he is scratching and grooming himself a little bit more than normal but not too much.
Could it be fleas...? If you take a piece of damp cotton wool and wipe his fur/skin (maybe around the neck or base of the tail) you may find little black dots that dissolve dark red?
Allergy is also a possibility. And as Sue says, this is more likely to be food.
Beef, chicken and fish are quite common causes of allergies or intolerances in cats. Other things include eggs, soya, cereals (although I'm sure that latter doesn't apply in Rocky's case!

).
There have been a few cats here who've been allergic/intolerant to insulins. A small minority are sensitive to Lantus (a couple of cats here produced symptoms of hyperesthesia). And there was a cat on here allergic to PZI and that was because the cat had a salmon allergy; and salmon protein was used in that insulin.
Eliz