Try taking one wrap of thread around just the hair to bundle it together then tie it down with tight wraps of thread. If the wing sticks up too much make some looser wraps towards the rear until the hair lays down at the angle you want it too. The only disadvantage with wrapping the hair first is that the wing may not hang down on each side as far as you would like, but on small flies, especially Al Campbell's Too Simple Caddis it works for me.

Good Luck, Tight Lines,
John