Matt Gauthier explains how to do an Under The Leg set on a Nail Delay. This trick starts with a center nail delay. You then put the disc under your leg and push (set) it up into the air, and then regain control in a center nail delay.
Matt aptly points out that one of the key skills of freestyle frisbee is to move your body around the disc rather than forcing the disc to go to one place or another. If you watch, you’ll see that Matt keeps the disc mostly in the same line perpendicular to the ground. As he holds it, he moves his leg over and then sets the disc up into the air.