A number of years ago I brought up this challenge on the Fly Fisherman website. My solution was to heat a needle and put some holes in false fingernails. The curved material what what attracted me although the nails are not that strong (don't cast too hard!). But they do come in different sizes for different flies or results.
Another response to the thread suggested good old buttons. A metal worker was going to make mini-dodgers after the design of salmon anglers who use downriggers.
I do have to say, the fingernails did cause the fly to move sideways in the current when the line was held straight downstream.