Confused me for a second, as I've never seen one either, but my "list" says they have plain wings, not mottled. Troutnut comments address this and state that the duns have "patterned" wings, but the spinners have plain wings.
It's an incomplete ID as the pic doesn't show a whole lot of identifyable features, such as # of tails or even a proper profile view of the abdomen. But it looks pretty stout and short, which leads me to baetisca as well. So I concur.
I too have never seen one. In my brief readings, I have gathered that they are of the type of mayfly which crawls out of the water before transforming into a dun, like a stonefly does. So duns are of little importance. Nymphs against the banks could work, or spinners.