Cut a section a couple inches long, then round (taper) the ends of the straw.
Cut the tapers, so the points meet at the same centerline.
Then cut the straw lengthwise to connect the opening.
The section of straw can then be slid over the fly to hold fibers out of the way when finishing the fly. The slit along the bottom allows the straw to open, accommodating the tying thread (no need to clip off and retie) and holding itself in place by gripping the bend of the hook.
In this photo the fly is taken out of the vice and displayed upside down, showing how the slit allows the tool to slide over the hook bend (and tying thread when the hook is in the vice).
Bunny Bugger (furry soft hackle streamer):
The drinking straw wrangler is a cheap (free?) alternative to other tying tools.