What camera settings should I use to shoot dusk?

I'm using a Nikon D5000 and have trouble getting grainy shots in low light.

You will get grainy shots in low light because the camera will increase the ISO to compensate for the low light level & high ISO=noisy images.

You need to shoot with aperture wide open (but that will give you a shallow depth of field), or use a slower shutter speed (but that will need a tripod & is no use for moving subjects, unless you want to capture motion blur).

Edit: getting 'faster' lenses may help. The 55-200mm lens you shot the grasshopper closeup with has a max aperture of f5.6 at 200mm - this may not be wide enough. You might want to consider investing in some fixed max aperture lenses that are f2.8 or better f1.8. They are expensive!

I notice on at least one of them, where I checked the exif data, the ISO was at 800. Are you running auto ISO or have you set to 800? This is important because often you'll get grain at higher ISO settings. The same thing used to happen to film at high ASA.

Your settings look about right, your photos look very nice so what, other than the ISO, is the problem?

Select lower ISO levels to reduce grain. Increase aperture size to take in more light. Strike a balance between the two, grain and being able to get a decent shot.

Wait! You mean you want more grain? Just increase ISO.