Foam and Ungulate. Lifted the segmented foam technique from Davie McPhail https://www.youtube.com/watch?v=nOPcHrIDz3E and added deer hair upper to make tail/tapered mayfly body. Generic here; change color/size to suit your needs.
hook - Dai Riki 135 #10
thread - UTC 70 tan
body - 2mm foam tan
tail/upper body - deer hair
wing post - Congo Hair white
hackle - barred cream
thorax - dubbing tan
Part 1
melt/pinch a tapered foam strip (first try here; still need to play around with the taper to get proper shape)
poke needle into the end of the foam
start thread; capture foam to create first segment
clean, stack, tie in some deer hair at first segment
pull deer hair and foam away from needle (lost the pics from the first segments; sorry)
take a few wraps on the needle between foam/deer hair to establish next segment; pull them down on needle and wrap