These flies are invented in Siberia long ago. Probably they were already used in the 19 century. The idea of combining a fly and tiny jig is rather logical. The center of their origin should be the area around the Lake Baikal.
The Hollow Head flies have several important advantages comparing with the common goldheads — flies tied with a metal bead at the head. First of all, instead of a round bead you can prepare the soldered head of any shape; this allows much better imitation of a larva or scud.
For information and how these are created at Fly Fishing Russia.