wrap thread on hook shank, under cones position. you can slide a bead under back side of cone and then treat it with super glue, let it dry and cone is secure.
spin deer hair like the cone is the eye of the hook.
The 2007 issue of Hatches Magazine has a step by step on Will Mullis’ Crayfish Muddler. He recommends keeping the front section of the shank bare in order to make spinning the deer hair easier. I found when tying this fly, that elegant spinning isn’t necessary, as long I get enough hair jammed in there. If you manage by hook or by crook to get that last little clump in, it will press up against the bell of the cone, and keep everything pretty tight.