Early mayflies were once known as the "April Grays" and gray dubbing (muskrat or beaver) seemed to work fine for all of them. Adams, Catskill fly with gray or brown hackle and tail and gray wing, gray sparkle dun, gray parachute, and gray down wing deer hair (or snowshoe rabbit) emerger type flies (i.e. X-caddis) all seem to work in different sizes. There are other good patterns as well. Pick your favorite.
Simpler view of old times was to use gray dries for early mayflies whether hendos, olives, blue quills or quill gordons, then there was a caddis period when the early mayflies died out where wet flies ruled followed by the lighter mayflies - sulphurs, Cahills, march browns etc. About 10 years ago on a lark I just used Adams for the early hatches and either a tan sparkle dun or a parachute Cahill for the later hatches. Of course because I am a fly fisherman I went back to tying all sorts of specialized patterns (plus rusty spinners have their place), but I don't think I caught any less fish with a few patterns. I've had size 16 tan X-caddis work for sulphurs and size 16 tan sparkle dun work for tan caddis. Similar flies with either an up or down wing. We care more than the trout. Plus presentation is more important than pattern.