The skin is forming because of proteins, just like if you cook milk or anything else that's got a coagulant protein in it.
Alton BrownWhat happens is that in each clump you've got the gelatinization of starches, which happens very quickly at the surface of the clump and it kind of forms a protective skin around this dry hunk of flour.
Alton BrownJeff Smith was the Julia Child of my generation. When his television show, 'The Frugal Gourmet,' made its debut on PBS in the 1980s, it conveyed such genuine enthusiasm for cooking that I was moved for the first time to slap down cold cash for a collection of recipes.
Alton Brown