My mare has a dry tail bone as well. I normally just ignore it in the winter. In summer I make sure its washed really well when she gets her bath. I even take a rubber scubber to it to get all the scales off. Then I rub in some MTG and continue its use until her next bath. The MTG is pretty much the only thing I have found that helps.
She isn't bothered by it, it doesn't seem to itch or pain her. It is unsightly when her tail is braided up though. Especially with her black tail
"Until one has loved an animal, part of one's soul remains unawakened..."
- Anatole France