The best fly shop in Basalt (at the bottom of the Frying Pan) is Taylor Creek Fly Fishing. I would be sure to stop there.
The mysis shrimp are mostly (though not only) for the upper most section - just below the reservoir.
Be sure to have him stop into Taylor Creek shop there in Basalt for current conditions and flies. They are always helpful. The Frying Pan Anglers is also a good shop and more visible as you enter the town of Basalt, but I prefer the Taylor Creed Fly Shop about a block off the main street - right on the river.
If you call Taylor Creek, they can tell you the flies he will need. The Roaring Fork ( which the Pan dumps into at Basalt) is a good river to fish as well.