Cold weather fly fishing for bluegills and other sunfish is often a tough proposition. Fish leave their shallow water haunts and will typically move to deeper water near structure to find the most comfortable temperature. As many an ice fisherman will attest to, they do continue to feed throughout the winter months, but not with the same voracity that they do during warmer weather. Bluegills will move into shallow water on clear warmer days if the sun can warm the water temperature by a few degrees. Most of the time however it will be a deepwater game. The good news is if you find one fish you likely to catch others in very close proximity. In cold water bluegills will gather in dense schools, often with other fish species.
Presentations need to be slow and takes may be difficult to detect. I have the best success with small streamers, nymphs, soft hackles and wet flies. Soft hackles probably account for more fish due to the alluring movement of the feathers during the painfully slow retrieves.
Cover as much water as possible, searching for fish. Once you detect a strike or catch a fish thoroughly fish that area. Once you locate a single fish you are likely to connect with more in the immediate area. Experiment with the speed and depth of your retrieve until you dial in on an effective presentation.
To be honest, I much prefer fishing for bluegills during the warm weather of spring and summer (notice the lack of fish pictures in this post). But when a mild winter day comes along and there is open water to fish, it beats sitting around the house suffering from cabin fever.