I recently did these wet flies. Cowdung (Left), Partridge and Orange (Back) Snipe and Yellow (Front)
For the P&O i used rust danville flymaster+ as it was the only 'orange' thread i had. i was good for building up the bodies, but for the heads it was too thick. Just use regular flymaster (with the gold label, the "+" has a silver label)
You can definitely use thread, just untwist it as you tie to build up a nice taper to the body. They're not expensive flies to tie, so no worried if a few get all raggedy.
IF you decide to use floss, danville rayon is the way to go, either 4 strand or two strand spools, but these flies are so small (the ones above are size 12 or 14 i think) you only need to use one strand of floss from the spool.
Hope this helps.
p.s. if you like this kind of fly, you should check out EJ Malone -Trout and Salmon flies of Ireland, there is many patterns like this in it. Also Trout flies of Ireland, Trout Flies of Wales, and some other titles like that will furnish you will enough patterns to last a lifetime. All older patterns, but all very much as effective as yesteryear.