I knew a blacksmith when I was a kid who would amuse the kids with catching horseflies and plucking a single strand of tail hair from a horse. He would then then tie a leash around the horsefly and then tie the other end to us kids. Would keep us amused for a while with it flying around in a circle on its leash. I bet that would amuse chickens trying to catch something like that.
I collected about ten of these big nasties today off of our horses, and just ripped a wing off so they couldn't fly off. they hardly had a chance to hit the ground inside of the tractor.