Colorbox & insert - images don't group

I've enabled Colorbox on my site, which already used the 'insert' module.

When I insert images with a Colorbox style, the popup displays fine for each image individually, but the images are not grouped together in a gallery for navigating between them in the popup view.

I have checked that the 'Insert module settings' on the Colorbox config page says 'Per page gallery' - so they should all be grouping together?

Many thanks,