Tie in the tail feathers to the 10mm (smallest) shank, 2 to each side. I like to have them flared a little bit to make that tail kick even more. Then palmer the support flash for about 3 wraps (until you're at the hook eye). I trim the flash very short because when actually fishing this fly, if the flash on the tail is too long it tends to foul at that point every time.
Add the 15mm shank with the shorter bend facing down. This is just a personal preference so either way works. Shanks can be sharp at the point where the shank ends (bottom) and at the eye of the hook, so wrap your thread a few times with very light thread tension, covering the points before you add tension to your bobbin.
Tie in the support flash on the shank, wrap/palmer about 3 times forward, and to tie it off, wrap through the back of the flash and up through the front (top right). Don't wrap the flash too far forward because we still need to add the craft fur brush. I like to trim the very back shank to make it easier on the final trim.
The next step is to tie in the craft fur brush. Trim the wire so you only have about an 1/8" of wire exposed. When tying the brush in, I like to put the wire right up to the eye of the hook. The wire can act as a barrier between your thread and the shank eye which can prevent your thread from being cut.
I like to tie a knot up towards the shank eye because when you push the fibers of the brush back, it's really easy to move the thread backwards with it. Wrap the brush a few times forward; the more wraps, the more dense the material on the shank. I like to use a hair brush to clear fibers out of the way. Then tie through the brush (third picture) 3 times and apply some pressure.
After tying through the brush and keeping thread pressure applied, push the entire brush backward and tie in front of the brush. Then cut the brush off as close to the shank as possible and push whatever is left of the brush wire backwards and down, out of the way (be careful, it can be sharp).
Something I like to do for aesthetics is to use sharpie on the thread at the eye and coat it very lightly in UV glue. Next, add in the next 15mm shank and tie in the support flash. We're going to repeat what we did on the last shank.
Before tying in the brush again, remove some of the fibers to again expose about 1/8" of the wire. Wrap forward a few times and tie off.
Repeat the previous steps for the 20mm shank.
Repeat again for the 25mm shank. I like to use a hair clip to keep the previous shanks out of the way as I go, especially when there's a second hook. Adding your own blood to a fly doesn't usually help how it fishes.
Put the hook in your vise and wrap backwards towards a little past the hook point. This next step (adding weight to the bend) isn't necessary for every game changer, but if it's an unweighted head I almost always add weight at the bend of the hook to keep it keeled (upright, not flopping over). There's nothing worse than spending a couple hours on a brand new fly only to have it swim like a drunken toddler.
How much lead you add is something to experiment with. I primarily fish lakes so I wouldn't need to add as much as someone who fishes fast-moving streams. Here I've added about 8 wraps. I like to wrap the lead so it doesn't interfere with the bead for articulation and stays out of the way of the hook. Cover it with thread and if you want, superglue.
Tie in the previous shanks with the articulation wire, putting both ends of the articulation wire through the eye of the bead. Wrap your thread forward to a little in front of the hook point, then push the articulation wire back on itself and cover it with thread. This really helps to use all of the breaking strength of the wire. *Note: you don't need to add a ton of space between the previous shank and the front hook. If you add too much, your fly will foul every time. I tie in the shanks pretty tight; you need to find the balance between not fouling and allowing the shanks to have some movement.
Tie in the craft fur brush. I don't like to add support flash right away because it leaves too much room between the front hook and previous shank. Tie through the brush 3 times, push the brush back, and tie in front of the brush and cut it off, just like before.
Hold the brush back with another hair clip and tie in 2 feathers to each side for the fins. Tie in a decent amount of the spine of the feathers so they don't slip out easily. I like to add a little bit of superglue here and let it dry fully before moving on to really hold the feathers in place.
Tie in the Congo brush and wrap forward. I like to wrap this brush very tight because even though it looks really dense as you wrap, you need to build the head. Think of it like pushing deer hair back to increase the density; I just use my fingers but be careful not to let them slip. Tie off as close to the eye of the hook as possible to finish clean.
Almost done! Next step is to trim. A lot of people seem to be putting in zero effort for a fly so they don't want to trim at all. I think the problem with that is that you don't really get a good taper. It's kind of like digital vs. analog. You want a nice smooth transition between shanks, and using different sizes brushes only makes it slightly quicker. Trimming only takes me about 5 minutes and it makes my fly unique, just like your trimming will make your fly unique. I don't necessarily want to have the same exact taper as everyone else.
Finally, add the eyes (if you want). Not adding the eyes will change the swimming action. If you make the head have a thin profile like the above pictures, your fly will cut through the water and have a good walk-the-dog type action on the pause; it will swim to one side or the other). I use superglue initially, then add UV glue. Tear Mender doesn't get along well with Congo hair, but that will work well if you are doing a dubbing head.