I've had luck on milder winter days fishing a size 10-12 parachute tied with over-sized hackle in brown &/or black with a large, chartreuse and red nymph as a dropper. The nymph gets most of the hits but taking a big 'gill on a dry in December is fun. I think the key is to fish S-L-O-W-L-Y. I have taken 5 minutes to retrieve 10 yards.

Ed