If he is happy and active (and it sounds like he is) I wouldnt worry. There is a huge difference in the size of some of my hamsters, and especially boys are smaller than girls.
We recently had the runt of one of our previous litters come back to stay with us. He was tiny as a baby, but very strong and healthy, and when he came back for his holiday, I still couldnt believe how small he was compared to all of our other hams. Maybe your Grumpy was a small baby too?
It might be worth trying him on some of the treats Souffle suggests though, even if he doesn't suddenly put lots of weight on, he will certainly enjoy the different tastes