Thanks.
I actually use a thin yarn on each side of the fly, running parallel with the hook shank. It does take a while, but I build up layers or yarn on each side of the hook, making them shorter each time.
The fly is fairly flat.
I guess I should have given a materials list in the OP.
Hook: size 6 3XL caddis curve
Weight: 8-10 .25 lead wraps at abdomen
Body bulild up: craft yarn tied in, layer by layer, on each side of the hook shank
Rib: olive rod building thread
Shellback: olive Swiss straw marked with a black sharpie (on the brown version I used thin skin)
Wing case: Swiss straw or thin skin folded back and trimmed to shape
Body material: poly yarn
Legs: rod wrapping thread coated in two coats of fingernail polish and bent to shape
Eyes: gold bead chain