Paul__B:
What he is pointing out is that the diode impairs the regulation of the supply - in this case, the battery, so you need a decent decoupling capacitor - from VCC to ground - after the diode.In fact, there should always be a capacitor - 47 µF or so as well as the 0.1 µF - across the MCU including when using any sort of batteries.
Thanks for pointing out that the diode would impair the regulation of the supply. With tiny mA current the diode would have a linear behavior where delta I in current consumption would translate to delta V in voltage drop. This behavior is undesired since the uP is expecting a constant voltage behavior instead.