Never swung mayfly dry's myself, but:

I was on the river with a friend of mine who is new to fly fishing this summer and we got into a great evening PMD Hatch. I was catching a few, but noticed my newbie friend was bringing them in left and right. I was fishing the way I had been taught. Trying to obtain that perfect drag free drift. As I watched my friend I see he is casting up into a big eddy then lifting his rod and moving the fly all over the place on the water. Not sure why, but the fish loved it. His Parachute PMD was skittering all over the water, but the fish were just hammering it. So apparently there are cases where that works. Here is the weird thing. I could never bring myself to try it. I was too ingrained in my thinking that a dry fly, and especially a mayfly dry, must drift drag free. I just couldn't do it. I kept thinking it mush just be a fluke he's catching all those fish with that crazy method and kept right on plugging away with my perfect drag free drifts. So my newbie friend with his wild technique out fished me that day, and I went home humbled.