I'm still leaning towards him getting stuck by a bristle worm, and unless you want to hold him down while you pull the hairs out there isn't much you can do for him. He seems otherwise healthy, so just keep doing what your doing and watch for infection. If you need to do something proactive for him, you can add some Selcon or other vitamin supplement to his food to help boost his immune system. Help him ward off any infections or complications on his own.