I was re-reading Gary Borger's 1991 book "Designing Trout Flies".
In it, he tells about a tying "event" in 1982. He was tying some Poly-Caddis flies for a trip and couldn't get the wing to lay flat. The result looked like a Mayfly Dun. Thus, his "Yarn Wing Dun" pattern.
My version uses Zelon for the wing.
Borger wanted a "fan tail" for this fly and mentioned that to Bob Pelzl of Albuquerque who suggested a small ball of thread formed at the rear of the hook. Borger quickly incorporated this method to the Yarn Wing Dun and many other Mayfy Dun patterns.