To make a dubbing loop, position your tying thread at about the hook point. It’s a good idea to have your dubbing out and ready.
Pull down to expose about 3” of thread and loop it around the index finger of your left hand and take a full wrap around the hook shank. Pass your bobbin over top of the loop and then back under it. You want the two loop legs to intersect, like so.
There are many tools for twisting dubbing loops but I’ve found plunger-style hackle pliers with a homemade wire tail are cheap and work well.
Extend the tool’s hook and bring it to the bottom of the loop. Feed the loop with an elongated clump of dubbing, then fill in if needed. Remove your finger to sandwich the dubbing.
Twist the wire tail of the hackle pliers clockwise. In short order you’ll have a spiky-looking dubbing rope.
Pull the rope rearward and take wraps of tying thread to anchor it back to the hook bend. Then, make touching wraps with the rope up the shank to create the body of the fly. Anchor the loop and snip the excess off close.