Ah I see, so you started pred about a month ago, and looks like before that the numbers were starting to creep up a little. Now it looks like they are still rising. Steroids are such a bummer (I know I take them myself and have for several years) but they are also a life saver and sometimes are a nessissary evil, so we have to work around them.
Glad your neighbor was accomadating about the dry food
His numbers will come down again with the Lantus, it may take a little bit and we don't need to rush to much. As long as you are keeping an eye on it and checking for ketones a few high numbers won't be detrimental. I don't want you feel I was pushing you to a higher dose, I just wanted you to know that you will probably need to raise the dose and that with all those thing combined (Lantus being less potent, being able to acheive lower numbers with Lantus than you had on Vetsulin, and the effect of the pred) a higher dose (or at least equivilent) to the .4U Caninsulin will likely be required. So no stress about upping the dose right now, just think it's best (normally we wait several days before increasing) but should the numbers remain quite high or if ketones test positive at any time a change will need to be made sooner rather than later. ;-) And it would still be a very low dose, as long as you are testing you'll be safe.
Just another thought I had.....You were using Caninsulin a year ago when Rhinog got OTJ? When you began with the Caninsulin again last week, was that a fresh bottle?(unopened and still within the expiration date?) Caninsulin doesn't last long once the vial has been "violated"

it is usable for about 28 days and then it is toast. I used it as well at first and had the 2,5ml bottles which was ok because at 1-2.5U BID a little bottle only lasted 2 weeks or so. If you used a bottle (even unopened) that might be past the exiration date then it could be that the insulin had no effect on the BG (so it wouldn't matter if you gave .4U or 40U) you wouldn't see much results. If the insulin was good, then the .4U was not enough and for all those other reasons was why I had suggested .5U Lantus yesterday.