Miniature robots offer new possibilities for access to confined spaces in applications such as high-value asset inspection. However, most current insect-scale robots lack the ability to adapt their shape for enhanced mobility. Inspired by insects' exoskeletal compliance, we developed modular robots with actuated legs, passive inter-segment flexures, and origami linkages for optimized mechanics. These robots demonstrate omnidirectional locomotion and can traverse various confinements. The exoskeletal shape-morphing design enables passive body compliance, allowing navigation through spaces smaller than the neutral body shape, advancing accessibility to previously unreachable terrains.