Like John said a mix of both coarse and underfur works very well. Sometimes on small patterns like baetis, the fullness of the fur makes for a larger bump in the thorax than you want. If you tie it in on top, like a spinner wing and then do a couple of posting wraps around the fur, it will stand up enough to make a good wing profile. I usually start with two wraps and then look to see how upright it is. Add wraps as needed until you get the wing angle you like.