My Daisy gets dandruff really bad depending on what food she is eating. She is not on an A+ food right now but the kind she is on gives her a shiny coat and no dandruff. She was on a top quality food but had really bad skin so food is the only direct link for us.
It is usually the Omega-3 fatty oils in food (and olive oil) that give our pups their shiny coats. You might check the food you are feeding to make sure it is has sufficient Omega-3 in it (you could check with your vet as to what is a good amount of Omega-3 for Rocky). If he is not getting enough and you want to stick with the food he is on, you can add an Omega-3 supplement (bought on-line, not from your vet where it will be more expensive unless he/she will match the on-line price). I used to get one for Maggie from Drs. Foster & Smith. Also, keep doing at least a weekly brushing to get his natural oils rising to the skin. I would recommend a rubber curry brush which is very gentle on pups and gives the dog a nice massage.
Murphy had the same thing until he was about 5 or 6 months old.
We discussed it with our vet and he said it's pretty normal. He cautioned against giving him any fatty oils until he was a year old-since beagles can easily get obese he felt it might increase the possibility of future weight problems.
He's now over 7 months and we rarely see dandruff on him. I suspect now that it's warm and humid (Iowa) we won't see it again until winter and the furnace dry out his skin.
I give Bagel a Suasage McMuffin hold the Muffin which I'm sure he prefers the eggs, cheese and sausage to all these fancy things BUT eggs, fatty oils (Omega-3 are really the best) and such are really the best ways to help your pooch have a good shiny and healthy coat.