Ice fishing flies definitely work.

[RockyRaab2]

A not-so secret I used to do was to tie a hare's ear nymph into the line about a foot above my jig or spoon, a kind of "ice drop shot". The fly caught a lot of fish. One problem was that the fly sometimes caught on the edge of the hole when fighting a fish that took the jig. If I gave an inch or two of slack, the fish would sometimes pull the fly loose, but also would sometimes get loose itself. Seemed to lose about a third of them, but counting the times the fly didn't catch the hole edge, overall landed most.