Are you wanting to use your darning needle to make the fly or as a mandrel to tie your tube fly on?
Fred's link will take you to the former, for the latter you put the eye in the vice then slide the tube onto the needle. choose a needle which the tube is tight. Take great care when the needle is in the vice as the sharp end sticks out and your eyes are very important.
I use a big single blind hook, it does the same job.
As I brought the darning needles up here, in the first place, maybe I should make myself a bit clearer:
With a selection of variously sized darning needles almost all tubes can be safely secured in the vice. Aside from being dirt cheap they also leave the tube´s head end "clean" which I find very valuable when tying hackles in or finishing the head off.
The needles can be used either end. For unlined metal tubes, that are to be lined once the fly is finnished, the needle´s eye end often works best. As the loop's "side walls" are flexible they get a really got hold inside the bare metal of the tube. That end also works well on some larger plastic tubes.
For pre-line tubes the sharp end works best. Should the needle get stuck it almost always comes loose if gently heated with a lighter (use pliers!!)
When tying on bare plastic it often pays to use a tube that is slightly longer than the lenght of the finnished fly. Once the head is finnished the tube is cut off with a razor about a 1 mm in front of the head and can be flared with a lighter. That way one not has to worry about running out of space when building the fly up.
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