Lay an olive thread base over the front two thirds of the shank and stop at the 60% mark. The rear of the hook stays bare because the extended body slips over it, not onto thread.
Put a small bead of Zap-a-Gap on the rear third of the shank, slide the Hemingway's tube body on from the back, and align it dead straight along the hook axis before the glue grabs. A body that sits even a few degrees off centre makes the fly land cocked every cast, and you cannot fix it once the glue sets.
Bind the front of the tube body down at the 60% mark with tight wraps so the glue joint is not carrying load on its own.
Tie in the pre-formed mayfly wings at the 65% mark, upright and slightly splayed, canted a touch forward of vertical. Setting them forward compensates for the CDC head, which will push them back as it is built.
Tie in Swiss CDC by the tips just behind the wings and wrap two or three turns behind and then in front of them to form the head. CDC rather than hackle is what lets this fly sit flush in the film. An extended body already gives the silhouette, so the head only needs to hold it there.
Whip finish behind the eye, sweep any stray CDC fibres back and trim them flush. Keep floatant paste off the CDC entirely; use a desiccant powder instead.