How do you kill mayflies?

Try gassing them out with a can or 2 of WD-40 with the nozzle duct taped down. I haven't tried this myself, but WD-40 can do anything, and it kills people if it's swallowed. Let alone breathing it in or being surrounded by a thick cloud of it. (Yeah, you can do just about anything with Duct Tape and WD-40)

But they have a very short life cycle, they'll die on their own within a couple of days. (Thank God)