They are tied on a long shanked, fairly heavy hook. I'm not sure what brand of hook, but when I've used them, they seemed to hold up pretty well. You realize that basically you're going to be snagging these fish (Hopefully in the mouth, anywhere else and you'll kiss a lot of gear goodbye) I'm pretty sure that you cannot use yarn tied into a bait loop. It must be attached to the hook to meet the "Fly" condition. Trust me, thousands of "Anglers" use those Coho flies every year, so in this case I'd say "When in Rome..."
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A day late and a dollar short...