With plenty of Large Dark Olives hatching in the early part of the season, it is well worth carrying an imitation. A Pheasant Tail Nymph works a treat for the nymph (part of the Agile Darter family) but for the newly emerged dun, I have found a traditionally hackled fly works very well.
Here I have tied an imitation with CDC plumes to suggest the wings:
Hook: Partridge SLD #18
Thread: Sheer, 14/0, tan
Tails: Coq de Leon
Abdomen: Spectrablend, dark olive
Wing: Natural CDC
Hackle: Silver Badger
Worth tying on hooks between #14 and #18.