Start white 8/0 thread behind the eye, dress the shank front to back all the way to the bend, then bring the thread back up behind the eye so the shank carries one even layer.
Peel a few fibers off a clump of White Egg Yarn and roll them between waxed fingertips into a single strand. Cut the tapered end off, tie the strand in behind the eye, and wrap back over it to the bend - this is the extended abdomen.
Cut more White Egg Yarn into roughly eighth-inch chunks and stir them up in your palm into a loose dubbing; egg yarn is flat and matte, which is why it beats shiny dubbings for a translucent mysis.
Pinch a little of the chopped yarn onto the thread - loosely, it gets picked out later - and wrap a fairly level thorax from the bend forward to just short of the eye, leaving room for a short thread base.
For the eyes, catch a single strand of small black round rubber leg behind the hook eye with two turns stacked one over the other, then pull the near end back toward you and figure-8 until the eyes sit at a right angle to the shank; a few turns behind them, come up in front, whip finish and trim.
Pull the two rubber strands up and trim them to short stubs so just two little black dots show on top.
Trim the egg-yarn body to about an inch, leaving it slightly long - it is easy to shorten on the water once you see the size of the naturals.
Pick the thorax dubbing out along the bottom and both sides with a dubbing brush, then trim the top flat so there are no legs over the back, and roll the body up a bit.