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I would recommend getting you pup to a vet and letting him get settled in before you go changing his food.
There are a few skin parasites that can look like dandruff - Cheyletiella, Lice, etc. which can also be itchy.
Also, I have seen many people on here w/ new pups trying to change over foods too quickly and end up w/ diarrhea. I would give him some time to get adjusted, then make a very gradual change (over 2 weeks) Good luck w/ your boy!