Lay a good number of turns of .025 lead wire over the middle of the shank, then start the red thread, build a thread dam behind the weight and another in front to lock it, and run the thread back to the bend.
Pinch-wrap a decent tuft of White marabou at the bend for the tail, about one body length long, and add a couple more wraps.
Fill the step between the tail butts and the weight with a couple of loose-to-medium wraps going forward until the underbody is level, then one tight wrap and snip the waste; the mess buries easily.
Tie materials in in the reverse order you will wrap them: strip a little core bare and tie in the Black or brown or variegated chenille for the back first at the rear, then strip and tie in the Gray chenille body at the same point.
Park the thread a little forward of halfway. Pull two strands of White rubber legs, fold them double for four legs a side, and pinch-wrap them on the near side with a loose wrap; pull them out to the side where you want them before adding one medium wrap and then tight wraps (they will not spin now). Leave them unsplit for the moment.
Wrap the Gray chenille forward: three or four turns behind the legs (it is squishy, it will not close the gap), one turn through the middle of the legs to lay them angled back, then one or two turns in front. Tie off short of the eye, snip, and blow off the fuzz.
Pull the Black or brown or variegated chenille flat over the top as the back and bind it down behind the eye with several wraps going back; push any fuzz back off the eye, then build a big red head, which is part of the fly, and whip finish.
Trim the legs to length with the front pair a little shorter than the back, then split each doubled leg with a bodkin or fingernail so there are two legs per side front and rear.