Thanks, guys.
I don't think there is anything too special about how I do the fly heads. Keep thread turns to a minimum and use a whip finisher to help keep things neat. Using a thin UV resin helps a lot, no messing about with multiple coats and generally get a good shiny finish.
Do take time to make sure you have the right torch for the resin. I have found that some of the torches sold by suppliers aren't great, even for their own resins. I have found the likes of Gulff, Solarez and Raidzap can tell you the specific wavelength of light required for their resins.