I agree, I'd never thought of it either and I'll be adding it to my bag of tricks. I've always just used baby oil and a lot of time, but that can get so messy.
Destiny, another thing to consider is that he might need to have his tail popped. Occasionally, one of ours will start rubbing in spite of everything being checked just as you've checked yours. My Dad will pop their tail (he's got some kind of trick where he grabs a handful of hair high up on their dock and kind of twists/pulls and it pops) and the rubbing stops immediately. I've not figured out how to do it yet where I can get them to pop, but that fixes ours right up.