I use the split method for tying legs (hare fur guard hairs) into nymph thorax - and it works really well. You put the main dubbing on one thread (as normal) and long hairs perpendicular on the other thread and twist them together. US guru Gary Borger uses that method extensively for nymph legs and his flies are imitative masterpieces (based on what the trout sees, not what we see).

But it's a very easy to try to put too much dubbing on at once on the thread and have it all come apart. A little bit of Wonder Wax (which you struggle to find now) and a little bit of dubbing at a time is the key. A lot of nymphs are tied too fat anyway, so cutting back on the amount of dubbing helps prevent that error too.

Having said that, some of the man made 'seal fur' is very tricky to get to stick to the thread.

Also, make sure you only twist with your fingers in one direction. Sounds like a no brainer, but some people get that wrong.

IF your having problems with dubbing coming away from flys, remember that applying small amounts with many wraps is better than trying to apply a large amount at one time.  Also consider a few wraps of wire over the dubbing if the fly can take it, as this will help protect the dubbing from coming away as easily.  Especially if your trying to protect the dubbing when a fish chews on it.