May fly nymphs typically locate their legs alongside their bodies when swimming which would suggest you can omit the legs altogether. Of course when we turn over a stone we find them clinging to the surface with their legs splayed, but I'm not convinced that this is how a trout will encounter them at all.
That being said... I have tied them both ways, but cannot honestly say which way is more effective. To my eye, the fly looks more complete with the legs included, but this means very little because who knows what a trout really looks for? I think that I (we) as tyers probably add ALOT more to flies than really neccessary most of the time. Check out this picture of Frank Sawyers PT nymph. This is considered the prototype, and it is VERY slim and without legs at all!
Try using peacock ice dub in place of the herl in the thorax. This will allow you to pick it out to simulate legs, or trim it close to omit them.