And the spiny crawler nymph was Ephemerella aurivillii, the "Pale Morning Dun"

They covered the rocks in Rock Creek, and for very good reason.  The "Pale Morning Dun" hatch is the mayfly hatch at this time of year in Montana.

I'm hesitant on the species ID for two reasons: the other photos of E. aurivillii I find online don't look exactly the same as those of my nymph; and the nymphs commonly associated with the Pale Morning Dun (PMD) are E. excrucians and E. dorothea infrequens.  Still, the description of E. aurivillii seems to be the best match for our nymph.

Top hind edge of (at least) abdominal segments 3-7 w/small to medium tubercles; hind corners of abdominal segment 3 w/points similar to following segments; front of head smooth no tubercles.  (http://www.flyfishingentomology.com/PNW%20Mayflies.htm)

You can see the smooth head in the photo above.  Here's a look at the abdominal segments.  The "hind edge" in our description refers -- I assume -- to the posterolateral projections.

Try to get a picture of this one on a dark cloudy day!  Have to settle for microscope views.