The only thing better then the yellow woolly worm you described is light tan, with black lines added the length with a sharpie pen! Killer when them bag worms fall from over hanging trees!
First of all, almost any fly you can use to catch a trout will be tempting to a 'gill. (No, I don't think the gills will go for a #28 Disco Midge!) Keep 'em pretty much between a #2 and #22 and you're in business, whether it's a dry, wet, nymph or streamer. Don't forget the terrestrials, either. Gills LOVE ants and beetles and hoppers and crickets and... Well, you get the idea. Any time I see fish feeding on something in a tank around my house, I try to find out what it is, then tie on something similar. If I can't match it exactly, go for size first, then color, then profile. Just like the trout bums say, "Match the hatch." If you can't do that, then try something totally "off the wall", and hope the attractor pattern will get 'em interested.