okay, after another hour of playing with him I managed to get everything but the head skin off. The skin directly on his head is stuck to him, so to be able to get it off I would have to rub it few times and maybe use a damp wash cloth but he wont let me near his head. One thing I can do is grab the loose skin behind his head and peel off the stuck skin. Not sure if that is safe though.
I tried the pillowcase trick but he simply chills wherever he is without moving.