Just light these like you normally would and make sure the application of make-up is perfect. As far as exposure goes, once your magnification ratio gets larger than 1:8 you have to start opening up your aperture to compensate for lens extension:
1:8 open up 1/4 stop.
1:4 open up 1/2 stop.
1:2 open up 1 stop.
1:1.5 open up 1.5 stops
1:1 open up 2 stops.
I'd also recommend the use of a tripod because focus is very critical and you have very little depth of field.
-Chip