In the off chance that it is not shed feather shafts (which I think it is, and I think you shouldn't worry...), it might be that your chicks are not getting enough fat in their diet, which can lead to dry skin in many animals. Adding a tiny bit of healthy oil (like olive oil, or canola) to the feed that they will eat that day might help. Do not ever let food with oil on it sit for more than one day- the oil can go bad and make birds sick.
But honestly, I really doubt that is necessary. Some chicks are more aggressive skin-preeners than other, and your dandruffy chick might just have low personal hygiene standards. I have one hen that honestly spends every waking hour preening herself, and has since she was a little thing. She is the fluffiest, most awesome looking bird that we have. She never had a speck of white feather shaft sheds on her from day one. The rest all looked like head n' shoulders advertisements for about the first two months. And my spare bedroom carpet.. I don't even want to talk about the resulting vaccuuming I had to do.
-MTchick
