Been tying this style of jig since the late 80s - we call them hard bodies. Tried various UV gels and liquids, either no thread penetration or the finish was tacky. Stayed with fingernail polish. 1st coat should be thin to soak into the thread. I use up to 3 coats on a finished jig + 2 coats for the eyes. If you want your jigs bullet proof use epoxy and a turning wheel.
I put two flank feathers together, with the stem, and tye on. Loose fluffy stuff gets chewed up real quick, by baitfish and fry, in the waters I fish.
Also - I paint to the base of the eye on the hook like your jig in the upper left corner. Mostly because I use 2lb test and my knot would catch that gap in the other jigs.