I agree with Mike that you don't really want to design a fly that spins. As anyone who has cast a dry fly with hackle that causes the fly to spin when casting knows, it's a real pain to untangle the leader and it weakens the leader as well. My first experience with this was a Royal Coachman that was extremely frustrating and resulted in cutting off the leader since the knot was unmanageable.

That said, try tying the nymph on with a loop type knot like a Duncan Loop. This will allow the nymph to have more action in the water since it is not tightly attached to the leader and can move around on the loop. This has the additional advantage of acting as a shock relief on quick takes.

TxEngr