Tying on hooks of this size is a challenge. To be successful, the choice of the correct materials is paramount. First the mounting thread. If you used threads like 8/0 and
thought it was a small one, well, threads from 20/0 to 24/0 is the right size. The body can be made of mounting thread. I personally prefer to use peacock quill and small goose biots for the back and the wing case.
Thorax and legs are made of the rabbit dubbing, which has thinner hair in comparison to hare and is more appropriate for nano nymphs.
In all the mayfly nymphs in this article the tails are made of Coq de Leon fibers.