Wing: Gray CDC feathers.
Tying steps Too Simple Mayfly:

1. Start the thread and tie in a standard tail.

2. Secure the punch embroidery yarn to the hook
and start wrapping a body. I don't get too fussy about
a perfect body with these flies, just enough to create
the impression of a body.

3. Finish the body off behind the hook eye as shown.

4. Select several CDC feathers for a wing.

5. Attach them to the body with two or three loose
thread wraps.

6. By lifting slightly with both hands, you can
slide the feathers forward and into place for a wing.

7. Once you have the feathers in place secure
them with several more wraps of thread.

8. Trim the butts of the CDC feathers and build a head.

9. Whip finish and trim your thread.

10. Trim the wing to extend to about the hook bend.

11. Clean up any stray fibers. Does your finished
fly look like this?