I referred to your profile and found 2 microwave ranges. If your model number is 721.80839500 the microwave is still covered by the first year warranty. I would recommend that you schedule service and let a technician remove the bug for you.
You should not perform any service to the door of your microwave unless you have a survey meter to check for leakage around the door after servicing. Microwave ovens use a high frequency radio wave to heat the food. If this signal leaks out of the oven it can be harmful to your health.
If this microwave is your older model number 721.63259300 the inner door panel (called the choke) of the door can be pried off with a screwdriver or a putty knife. This will expose the glass and let you remove the bug. After doing this repair the door should be checked for microwave leakage.