Fish do feed all year 'round, In colder waters, fish subsurface flies VERY slowly for bluegill and the like. Retrieves as slow as 1-2 feet per minute might be required. Shallower water exposed to the sun warms up better during the day and so fish will move into shallow, protected, sun-lit bays and inlets. If you can find beds of decaying leaves, try hanging a nymph just over them in pursuit of bluegill. If there are bluegill predators about, that is less likely to work unless there is some structure to protect the panfish or the water is very shallow.