This is an entire category of proteins known as Crystallins. Crystallins of one kind or another seem to be used when pretty much any living species needs to grow a lens. They aren't exclusive to lenses, either; many crystallins are found elsewhere in an organism's metabolic pathways, such as the nervous system.

I found this paper from 1996 titled "Lens Crystallins of Invertebrates" which I'd say is exactly what you're looking for. There wasn't much for arthropods, but it mentions Drosocrystallin for the Drosophila fruit fly's corneal lens, and antigen 3G6 as "present in the ommatidial crystallin cone and central nervous system of numerous arthropods".