Start the copper 18/0 Nano Silk and bind in the 0.4mm Mirage Mirror Tinsel, carrying it all the way back around the corner of the bend.
Wax the thread - Nano Silk and GSP need it or the dubbing will not stick - and spin on a very small amount of the Craw Cray Ditchbug Scud Dubbing.
Wrap a deliberately thin body forward. Keep it thin: too much dubbing and the body will not sink down into the film the way an emerger should.
Counter-wrap the Mirage tinsel forward over the body, five to seven open turns. The count is not critical; it is only there as an attractor. Tie off and snip.
Pick two or three full, straight Golden Olive CDC feathers, turn them so they all face the same way and stack them tips together. Measure the wing about half to three-quarters of an inch past the eye - deliberately oversized, because mayfly wings look almost out of place against the body.
Set the wing with a pinch wrap, centre the butts back on top of the shank, take five or six turns forward and back to secure it, and snip the waste.
Strip the fluff and the hard centre quill off a ginger or furnace hackle and bind it in ahead of the wing with the coloured side facing out, on waxed thread - firm, but not tight enough to cut the quill. Lift the CDC, take the thread in front, then back again.
Spin another tiny amount of the scud dubbing on and wrap it around the wing base to hide the hackle tie-in point and build a small thorax.
Bend the hackle stem forward with the pliers to soften it, then wrap at least four close turns behind the CDC post and at least three in front - the front turns are what hold the post up.
Stroke every fibre back, catch the last barbs in, tie off and snip, then finish with a two or three turn whip finish. Head cement on the thread now, or leave a batch of them and cement the lot later.