The origin of insect flight presumably underwent a series of intermediate morphologies, which, unfortunately, has not been shown in the fossil record. However, we can infer such transition by studying extant insects undergoing secondary flight reduction.
In this new publication (link), we presented a framework for describing the evolutionary pathway between winged and wingless (volant) morphologies. This work paved the ground for addressing the systematic changes in insect flight evolution.
A summary of evolution of flight-related morphology in stick insects. (a) The relative frequency of flight morphology with respect to a morphological space defined by Q and L (Fig. 3), with three main peaks corresponding to wingless, miniaturized-wing and long-wing morphologies. (b) Schematic demonstration showing that the evolution of flight morphology (for any given position on the wing loading landscape) is driven by the interplay between three major forces and tradeoffs (inset). (c) Variation of wing utility with respect to relative wing size. Continuous variation in aerodynamic performance is coupled with the full spectrum of relative wing size variation, whereas derived functions such as use in startle displays or stridulation are frequently found in miniaturized wings. Examples of startle display: (i), Diesbachia hellotis female; (ii), Achrioptera manga male; (iii), Parectatosoma cf. hystrix male; (iv) Oxyartes dorsalis female (Photos of (i) – (iii) courtesy of Bruno Kneubühler). Example of defensive stridulation: Haaniella echinata male.Oxyartes male showing defensive display with winglets.
YU ZENG - 曾昱 
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