I wouldn't do anything personally, unless I were experiencing adverse effects.
I'm a lot newer to this than you , but I'm in the position of trying to fit diabetes into an existing sporting regime. It sounds like this insanity stuff is doing the same for you as a set of running intervals or cycling time trial for me, it's high intensity aerobic and dumping glucose into your body due to the adrenaline etc.
As I'm sure you know, you'll be more insulin sensitive both during and after it, so I'd personally be wary of trying to correct the exercise induced high, with the risk of a low after (as you've experienced). My strategy in your position woudl be to treat this as an experiment, monitor before a session, half an hour into a session, then at half hour intervals afterwards,and see whether the circulating insulin is doing its job.
I'd only think about adjusting if I remained high more than a couple of hours later. You don't say whether this is morning or evening exercise?