Start yellow or white thread on the jig hook and run it to the bend, building a pale underbody. That light underbody is the base colour of the whole fly once the CDC is wound over it.
Tie in a short tail of Coq de Leon at the bend, about half a shank long.
Catch in the hot orange thread for the rib, then tie in a single natural cream CDC feather by the tip at the bend.
Wind the CDC feather forward in touching turns to the 70% mark, stroking the barbs back with each turn so they sweep rearward instead of getting trapped. One feather makes the entire body. That is the fly's name and its whole idea.
Rib forward with four or five open turns of hot orange thread wound the opposite way, which both segments the body and pins down the fragile CDC stem so the fly survives more than one fish.
Spin the remaining cream CDC barbs in a dubbing loop and wind two turns as a thorax collar, whip finish, and pick the body out so the CDC breathes. Change the colours to match your local insects. The tyer has fished this from northern Italy to Lapland doing exactly that.