Tie in a puff of white poly yarn at midshank as a wing and indicator. Trim to a small, visible tuft. You need to see this fly on the water, and without the puff. You won't.
Tie in 2-3 peacock herls at the bend. Twist them together into a rope for durability, then wrap forward to build a full, round body. Unlike single-midge patterns, cluster patterns should look chunky. You're imitating a ball of midges, not one insect.
Palmer a grizzly hackle through the body in 4-5 open spiral turns. The grizzly barring suggests multiple insects in the cluster.
Trim the poly puff to shape, build a small head, whip finish.