Here's portable "quick and dirty" photography method I learned from Bruce Norikane.
Cut a hole in the side of a styrofoam cup for an electrical clip or a clip hackle plier as a fly holder.
Cut a hole in the base of the cup to fit around the lens (cup on the left) or just cut out the enter base of the cup (cup on the left). Put the cup and camera on a table and shine a frosted fluorescent light on the cup.
The styrofoam cup acts as a light tent to diffuse the light for even illumination. I cut a few more holes to let in more light which bounces off of the curved opposite inside surface for more illumination.
The photos below were taken using the macro zoom mode of my Panasonic Lumix waterproof camera. It has a Leica lens and can take amazing photos for a pocket camera.
If your camera has macro zoom ability, I suggest using it to frame the fly to your liking. I use a back or white craft foam for a background depending on the fly I am shooting.
I can take or even make a cup quickly to take photos of flies at fly tying events. I use the tiers own lamp and they are generally amazed at the photo quality. It is a wonderful way to capture a fly you want to tie later.