I've been tying mayflies with biot bodies as well, I think they look better and float better than dubbed body flies. Instead of a dubbing ball I make a little bump out of two or three wraps of thread. That's all I find I need to make a good split tail. I use brush on crazy glue on the thread underbody to keep my biot body from coming undone due to a fish's teeth, and it also keeps the split tails firmly in place.

One thing I've noticed when picking up mayfly duns off the water and actually looking at them is that duns usually have much shorter and thicker tails than you'd think, especially when compared to spinners. So I tie my duns with fairly short tails and I use multiple fibers instead of just one on each side. Can't say that this really matters to the fish, but I feel more confident fishing my flies because of it.