Hi,
My piggies have had something similar and it eventually turned out to be mites. I use a combination of essential oils, which really do the trick! I use two different combinations depending on the problem. I would recommend trying the combination of four to start with. It consists of tea tree oil, lavender, lemongrass and patchouli mixed with a carrier oil, (I use almond oil). It should be mixed on a 1:9 ratio: this means 10ml of essential oil to 100ml of carrier oil, (so 2.5ml of each oil). Massage the combination in to the skin and leave for 24 hours. Then you can shampoo it off. If the problem is really bad, you can repeat the procedure again in three days. It's mainly for fungal infections but they can cause dry skin as well.
Your piggies might look a bit silly once the oil is on them, and it can sometimes take more than one wash to get it all out, but it's safe if they ingest it through grooming and it makes them smell really nice afterwards!
You can also try the neem oil/carrier oil combination but this is for when they have mites which you can see. The ratio is 1:4, (5ml of oil to 50ml of carrier oil) and the procedure is the same as above only you leave it for two days before shampooing it off. It makes them smell a little bit like a Chinese take-away but it's perfectly harmless if the pigs ingest a little bit through grooming because it's a food flavouring as well.
However, it really is only for parasites so you might want to leave this one unless the problem becomes really bad.