Starting at the fly and ending at the fly line......Twist melt at the fly. It's just what it sounds like. I use red american fishing wire, nylon covered. Put it through the eye and twist about 1 1/2" tightly, and while holding the fly and the leader, melt the nylon with a candle. You can use a lighter, but it needs a third hand.
Albright knot the double line end of a bimini twist to a bent U in the end of the steel. The Bimini twist before I albright knot it to the steel, I cut the end of the loop, furl the two lines and tie an overhand knot in the end, so it stays furled till you tie the albright knot.
Blood knot the sections of the leader. and a perfection loop loop at the rod end.
It's the old Larry Dahlberg setup. I've done it this way from the first time I used steel bite tippet and only this way. I have never used a jam knot. I've never had a problem with this rig. I sometimes use heavy mono instead of the steel. Like when I fish for Walleye in a spot full of big Pike. Walleye don't like steel, and Pike ..... well you know, toothy. I used an 8 lb. bimini and 30 lb. mono bite tippet all of the end of Fall. Works pretty good. Landed 2 big Pike that hit clousers while walleye fishing.
I have a boat now so I can head out just about anywhere around here. Any suggestions by anyone let me know!