I had the same exact issue with Leroy when i fed him natural balance limited ingredients and added fish oil for dry skin---eeekk! just like u said, terrible gas.
since the food works so well for u, stick with it and try different supplements instead. It is hard to find a good food and if your dog's only issue is dandruff, consider urself lucky.
Here is what my vet recommended:
http://www.petco.com/product/15044/S...-and-Cats.aspx
read the reviews and try it out, or try other supplements for dry coat/skin. obviously it may or may not work, keep looking and ask ur vet for advice...
good luck!