The flies are being used for multiple storytelling purposes.
The most important, obviously, is to show Dolores's evolution away from what we'd consider to be First Law programming: that she's programmed not to hurt any living being at the beginning, even to the point of letting one crawl across her eyeball (which also emphasizes that she's not human), to her swatting one and killing it at the end of the episode, indicating a change in her programming/consciousness.
Secondly, they are part of the huge contrast between the Delos corporate behind-the-scenes world which is black and white and sharply geometric in design, and antiseptic in comparison with the all-too-organic make believe Westworld park.
There is also the psychological idea of rot, disease, and the fact that the Beelzebub is sometimes translated as the "Lord of Flies", bringing in the idea from Episode 2 ("Chestnut") where Ford mentions that you can't play god without being acquainted with the devil.
And, most specifically, in the second episode, when it's discovered that Maeve is suffering from an MRSA infection (which indicates that the hosts might be comprised of biological components as well as hardware), one of the techs proclaims, "No wonder we have a fucking fly problem!" Which gives us further clues into the nature of the hosts, the poor hygiene/maintenance of the park and guests for the hosts, as well as making the prominence of the flies motivated by events, and not just a stylistic choice.