This is a tough one because he has a right to keep himself protected and he is his own best fly swatter.
You should probably investigate a good natural fly spray that won't hurt him if he licks himself. Citronella might be worth a shot.
You could tie something little and black to a bit of fishing line and tie that to a stick which you would dangle around his head and body like a fly - when he thinks about going for it you would use the 'leave it' command, and desensitize him to flies. When he is able to resist the temptation to snap at the fly, praise him, and offer a toy to play with or a treat occasionally.
This is a tough one, good luck.
Love Them & Lead Them,
~Elizabeth & Doug
Dog Training the Way Nature Intended