Wax the Black Nano Silk well (GSP thread is slippery) and lay a thread base down the shank to the bend.
Pull about half a dozen CDL Tailing Fibres straight off the stem and bind them in for a tail a little shorter than the body. Take two wraps back, then one or two wraps underneath the tail butts to kick it up; pass the thread up through the clump if you want the fibres split. Snip the butts.
Tie in the Black Micro Metal rib and bind it down to the tail without bending the tail.
Cut the tips of about 10 Black Pheasant Tail fibres flush, wax the thread and tie them in by the tips at the bend for the shellback; the tips are the thin end, so the mayfly profile stays slim.
Take one Grey Ostrich Herl, snip the butt end and peel a little fibre off to expose bare stem, and tie it in by the butt at the bend. Advance the thread to the two-thirds point where the thorax will start and park it with a whip finish. Keep the body thin.
Wind the herl forward in touching turns to the thread, take two locking wraps, snip the stem. Moisten your fingers and stroke the ostrich fibres down so the shellback has a flat bed to lie on.
Pull the pheasant tail shellback over the top, bind it down at the thorax point with a couple of locking wraps and snip. Take one complete turn of the rib at the back, then about five open turns forward, wiggling the rib through the ostrich and holding the fibres down with your thumb so few are trapped. Add a few extra turns at the thorax for weight, fold the tag back and bind over it.
For the wingcase, take a larger bunch of Black Pheasant Tail (12-15 fibres), snip it a little below the butts so the thick stem end is not in the tie-in, and bind it in facing rearward with the thread close to the hook. Re-wax if the Nano Silk slips. Take one wrap back.
Snip two Grey Ostrich Herl at the butts, peel a little stem bare, and tie them in leaving at least one eye-length of shank free at the front for the head and legs. Wind the two herls together to build a fuzzier thorax up to the thread; tie off and snip.
Take a Natural Hen Hackle feather, isolate and pull out the tip, then sweep forward only the fibres you want as legs (about half a dozen per side) and pull the rest down. Lay the feather on top so the legs reach almost to the hook point, take two wraps, adjust the length, lock the stem with two more wraps and snip. Pluck extras with tweezers if one side is heavier.
Pull the wingcase forward and flatten it with your thumbnail, legs swept back beneath it. Bind it down with a couple of tight wraps, go in front a couple of turns and back behind, then whip finish BEFORE trimming the pheasant tail butts. Snip the butts.