I've found the solution! I still don't know what the heck it is... but I agree with you Lacy's Mom that is has to be something in their pores because it's the devil to get off! But I did! During his bath I used a rubber brush, with big soft bristles and it went away!
the brush is almost exactly like this:
http://www.petsmart.com/global/produ...bber&N=2023689