As an angler and cyclist, my interests merge when looking for fishing spots, good habitat, pollution cases, and tackle shops. I have done a lot of biking around O.C., Sommers Point, Longport, Margate, SIC, and Avalon and have not spotted a fly shop. I have never been inside of Tackle Direct, which is N of OC, I think in Egg Harbor Twsp, so I don't know if their large inventory includes fly materials. Likewise for Bass Pro Shop in AC.
Just an idea...call Finatics on West Ave (I think). It is close to CVS Drug Store but on the opposite side of the street. They might at least have materials for teasers and may be able to steer you to a fly shop somewhere.