Mayfly Nymph:
Burrowing Nymph
Video

Mayfly (Ephemeroptera) nymphs have a variety of habitats and habits in a stream. The nymphs are specific to the biogeochemical signature and footprint of the stream. In other words certain physical conditions which interact in the biological realm tend to produce the same ecotypes in similar streams. So spring creeks in Great Britain basically have similar insects as Pennsylvania Spring Creeks because they have similar biogeochemical conditions. In the video below watch this burrowing mayfly nymph. Burrowing mayfly nymphs include genera such as Ephemera, and Hexagenia as well as others. Notice the motion of the nymph and the gills and how they behave. It should give you some good ideas on how to tie these flies and fish to imitate these insects to trout.

Drake Mayfly Nymph