This little mayfly is known as The Angler's Curse.
When it first hatches, it is known as a 'dun'. It flies ashore where it parks up and undergoes a final moult into a 'spinner'.
Its genus is Caenis but species identification may need microscopic examination by an expert.
They are really small as can be seen in the second 'extra' of one on my finger.
I was at Lochore Meadows this evening and there was a moderate hatch of these wee flies.