To me the WD-40 is a pattern that hasn't gotten the attention it deserves. It works great as both a baetis and a midge imitation, uses few materials and it's easy to tie even in small sizes.
I'm going to tie one here on a size 20 #125 Dai-Riki emerger hook. If I could tie these in only one size, a 20 would be it.
If you can, adjust your vise so you have as much access as possible to the rear edge of the hook. After you secure your hook in the vise, you're ready to start tying.
Load a small bobbin, if you have one, with tying thread, in this case, UTC 70 Denier in light olive. Start your thread on the hook shank, leaving some space behind the eye and then snip off the tag. I believe this fly is called a WD-40 because it uses Wood Duck. I actually prefer to use Mallard Flank that's dyed to look like Wood Duck. The vermiculations on the Mallard are smaller, closer together and I really prefer to save my Wood Duck for dry fly wings.
Snip about a 1/4 of an inch segment from one side of a feather and with a pinch wrap, secure it to the top of the hook shank. Wind your tying thread back down the bend, doing your best to hold on to the feather and keep it on top of the hook shank. You want to wrap fairly far down the bend on this one. With that done, begin wrapping your tying thread forward all the way to just behind the eye. Flatten out the butt ends of the fibers a little bit and then take a few wraps rearward.
For the thorax, I'm going to use dry fly dubbing in a slightly darker shade of olive than the thread. You only need the smallest amount. A plump little thorax looks good on this pattern but don't overdue it.
Now, fold the wing case back over the thorax, taking two nice tight wraps to secure it, then snip the butts off close to the tying thread.
Make a 3 or 4 turn whip finish and snip the tying thread off. A drop of head cement is essential here to keep the thread wraps and wing case from working loose. Once dried, the head cement isn't even noticeable.
Here's what the top of the fly looks like with its faux wood duck wing case. With an olive thread body, it's a great blue wing olive emerger but also try it with brown, gray and even black thread.