I wondered about the tail too. Because your choice of colours seem really great apart from that.
When they are freshly hatched ( and when the trout see's this stage) the tails are much smaller, thicker, and curvy. I wonder if you small fibre's run with your finger nail to make them curve could have done the trick.
The following shot is of the dun thats been out of the water for a while, and still the tails are not fully 'blown up'. I am not sure untill they ( any empheroptera) go back as spinners the trout every see's a full tail.
BWO dun female shot out doors and showing how good those choice of colours were!