J. Eric Smith makes a fascinating observation about the arthropods mentioned in The Play, the spiders and flies: that in Act 3, scene 1, praying mortals are described as earthbound 'spiders', whereas the afterlife has winged flies, inviting the concept of the deceased not being tied to the ground (and furthermore "... mindlessly buzzing about without discernable purpose"). The characterisation of humans (living or dead) as humble arthropods also fits and enhances the context, with more anthropomorphic characterisation being reserved for 'higher beings' such as angels, G.Oddie and Lucy.
The same scene establishes that Ronnie's fellow 'flies' are self-absorbed, only interested in watching mortals in the places they once lived, and reminiscing on past experiences. This could be reinforced by the 'flies' reference in Act 4, scene 1:
The flies there are sleeping quietly.
i.e. they're merely existing, passively dreaming of past experiences rather than really progressing. However, the 'dead people as flies' metaphor doesn't quite fit the context of this scene, as Ronnie refers to them as life on his ceiling, implying they're a spark of interest in the boredom of the afterlife. For this one instance, I feel the interpretation in the main annotations fits a little better.
This concept is also highly relevant to the last line of the scene:
I'd stay but my wings have just dropped off.
indicating that Ronnie is losing his status as a fly, and is returning to be a metaphorical spider i.e. a living person.
J. Eric observes that: "It's a nicely dramatic theatrical device by IA to not tell us that Ronnie has sprouted wings until he sheds them." Agreed, though it somehow doesn't fit the ambience for Ronnie and the dead to have literally had wings. A central theme is that they're unremarkable, ordinary people, who just happen to be dead; that they might be winged creatures seems to diminish their utterly mundane status, and I feel the device is sufficiently powerful as a metaphor.
It's probably only fair to acknowledge that this 'wings' image would work just as well without being specifically insectile; avian wings would be equally appropriate in the context of this one line. As always, the balance between individual references and an overall narrative is difficult to judge.