The Pam should take care of them. The dead mites won't all fall off. The stick under the scales and can look alive even though they're not.
If you soak him again, and it won't hurt, put a few drops of dish washing soap in the water. It coats any mites that might be alive and helps to make them dead. Keep him on paper until you're done treating. If you have anything organic, branches or hides, put them in the oven at 180 for about 20 minutes. That'll kill the mites.