I've worked this sampler with a fine wool yarn (2-ply like crewel yarn) that I offer in my etsy store. It's the thinnest wool I have ever seen, and it's a delight to work with. It's just barely the thickness of two cotton strands.
Last year I made another fly stitch sampler as part of Summer Stitch school. Here is that sampler:
You can read more about these fly stitch variations here.