Olympus make a macro converter which is compatible on 2 lenses I have, the 17mm f/1.8 and the 25mm f/1.8. I'm not too fussed on getting it though. Plus, I don't think it's true 1:1 macro.>Focus Bracketing
As far as I'm aware, Olympus bodies that feature focus bracketing (not all of them do) are compatible with all AF MFT lenses.
Where Olympus has limited compatibility with non-Olympus lenses are:
L Mode "Pro Capture"
My camera has focus bracketing, but not focus stacking, so I'd need post processing software anyway. My camera also doesn't have Pro Capture or Sync IS (I think those are limited to the E-M1).
My camera also doesn't have weather sealing, so I don't need a lens that features it.>AF
I've noticed that AF can be abysmal for close-ups on the Sigma, which is usually very fast. I have no problems with using MF for close-ups and macro.>battery hungry
I've noticed that my Sigma has this quality to it as well, compared to hand Olympus lenses anyway. I'm guessing it's because Sigma uses a focus mechanism that activity holds the optic in place when powered on (which is why it rattles when the camera is off, not unlike the rattle of OIS mechanisms).
I don't really have much of a worry about battery life anyway. Most of the closeups I tend to do are of plants/flowers and I feel frustrated I can't get much closer with the prime lenses I have.
I typically go outside with 2 lenses in my pockets, and a lens on the body, and swap between them when I feel I need to.