I watched a video a while back, where the guy said to start your thread about a hook eyes length behind the eye. Then while you tie your fly "do not go past those first thread wraps" until you are ready to tie off and finish your fly. It works for me. No more crowding the eye.
As far as legs go on your nymphs? They will fish just fine with out them, how ever they do look better with them. The legs will also slow the fall of the fly in the water. Something else to think about if you need to get it really deep.
Thank you flytyer56, I really like this tip!