Hello, wife!
Insulin usually doesn't take very long to take effect. Your numbers could be higher because you're stressed out having to take insulin now. The biggest problem is that you're on a mixed insulin which doesn't provide a stable, clock-able stream of insulin in your system. For some people it sticks around quite awhile, some it goes away quickly. It could also be because you are later in the pregnancy and the baby is making you want higher carb foods than you normally would eat.
Milk, for me, is a big no-no. The lactose will spike me for HOURS... it's insane.
Try and stick to as low carb as you can. Honestly, with the little amount of insulin you're taking, I'm not sure that it's really going to help all that much at all. Gestational diabetes is a lot like Type 2, which means that your body is going to resist the extra insulin you're giving it. Problem with that is, it means you'll end up needing more and more insulin, rather than the little amount that you're taking now.
I hope that everything goes well with this baby and that you're happily nursing him soon!