I have a frizzle Cochin roo with the same problem and here is what I did...and yes, I believe it is genetic AND nutritional...and he appears to not be a frazzle (frizzle to frizzle). My poor little Freddy was so bald and his skin underneath was red. So, when he was in the coop, the hens would see that red skin and peck him as well and he didn't stand a chance - he was naked.
So I did a couple of things...made him a 'private suite' in a cage in the garage where he sleeps at night, and a small run next to his glrls where he stays during the day where nobody can peck him, AND I switched his diet to game bird/show bird feed, 24% protein, and got him off of layer feed.
He is growing feathers like crazy! At first, he looked like a porcupine with spiny quills all over, but now he has little curly frizzle feathers coming out of all of them. I am hoping that once he is covered with feathers, he can go back with his girls...but will watch very closely to make sure nobody is pecking him, although I still do not believe that was the cause of it - there are too many people on here with frizzle Cochins who have had the same problem. I will also either have to feed them all game bird feed or feed him separately.
Good luck with your frizzle. My Freddy never got very big on the outside - I call him our little 'punky rooster' - but he is very big on the inside and struts around like he owns the place...but he also likes to sit on my lap on the porch swing.
deb g
KY