Once you get the worming protocol done that you are using, do not keep worming them regularly. They will never develop any resistance to worms with regular worming. Some animals tend to not be able to handle worm loads and they need to be culled. As an animal matures, their systems can handle a certain worm load and it is good to try to breed worm resistance into them.
And do not keep changing wormers... it causes the worms to build up resistance to all the wormers and then you do not have one to go to if they seem wormy. That said, we do not worm anything on the farm except bought cattle, and the feeders are mostly all wormed ONCE after they are weaned..... then only an occasional adult that is thin or looking a little peaked... and we cull if they need worming frequently.
Plus, you are not anywhere near overstocked, so they should be able to graze without constantly ingesting worm larvae on the grass stems just because they have much greater choice. Over crowded conditions are more likely to cause the animals to constantly be eating closer to the ground and most worm infestations are in the lowest 1-4 inches of the grass.
Some animals also have rougher coats... Romeo may just be one that does not slick down as much. And it could be that he had a lack of certain trace minerals where he was and with a new summer coat and the old coat gone, he will look better. I look more towards nutrition... especially trace minerals, as a reason for poor hair coats, and lack of shedding in the spring.