This would really bug me, too.
How about going the other direction, pour out all the water you can get out. Put it aside and let the bug dry out. When it looks good and dry, use one of those little attachments that you can attach to your vacuum sweeper and see if you can suck it out when it is dry and brittle. (Or you may be able to spear it with a pipe cleaner)
I purchased a mini attachment for the vacuum sweeper in a computer store like Fry’s Electronics. They use it for cleaning around the computer keys. It cost me about ten dollars and that would be a lot cheaper than buying a new iron.