I have a naturally dry scalp and aftershave/alum blocks make it worse. In fact even my face is dry in the winter after a hot shower. I understand that you don't like the oily look but it's often a trade-off between one and the other. I use Bajaj Almond Drops on my beard and face. It's an Indian brand that I'm sure you'll find in your local Indian grocery store. It's a combination of almond oil, mineral oil and it's fortified with vitamin E. An alternative, which works especially well on a freshly shaved head, is aloe vera gel. When you rub it in, the dry skin usually peels off in your hand and leaves a smooth and shiny surface.