Fishing poly winged duns I've only known that happen with very fine stranded yarn. One way to stop it is to put a drop of floatant on the back of your hand and rub just the wing into it. You only want the lightest of touches of floatant spread through the wing. Never had any problem then. My poly yarn winged flies will sit lower than those you have shown so would be more prone to this if it was a problem.
Cheers,
A.