I have and, you're right, it's much easier to work with. What I sometimes do is add a VERY SLIGHT amount of some kind of mottled feather - partridge, grizzly hackle fibers, etc. - as an underwing to break up the one-toned color of the poly yarn wing. When looking at it from underneath, it looks a little more like a realistic wing, at least to me. The fish may not care. I also think the poly yarn keeps the fly floating longer than hair.
Joe