Make sure its not just sand that's attached to his body because of his slime coat.
They create a mucus coat at night to protect them from danger, a lot of stuff gets stuck on it including sand. Its really impressive what this fish can do! I really want another one some day (my guy jumped :-( ). It freaked me out at first, but I learned that he was ok. As long as he is eating and swimming fine, I wouldn't worry about it. Pictures if you can, that will help a lot!!
Fish Sticks, the best thing you can do with your dead fish.