I tied one in blue today (since that's the only wiggly material I have handy right now). I used a size 12 nymph hook (2x heavy, 1x long).
No need to dub the hook first. I tied in the the wiggly bits near the hook's one by one nice and snug (which made the "eye" bulge out on each of them) then advanced the thread to somewhere over the point/barb.
As I wrapped each wiggly big towards the bend of the hook, I stretched it a bit tighter. That gave me the tapered body without spending time dubbing the shape underneath to start with.
A few wraps over the point/barb to lock each one in, then I'd wrap the next one. After all three were tied down over the point/barb, I wrapped the thread quickly back up to the hook's eye. The ribbing on the way back doesn't really show since the wrapping of the three wiggly bits makes fairly prominent bumps already.
I haven't fished it yet (just tied it a few minutes ago). And of course, while I was taking pics of other stuff I just tied, I completely forgot this one...