Q. My dog excessively licks at my hair or my pillow. Could he be lacking a nutrient?
A. I'm suspecting that there is something in your hair that your dog likes. Maybe the smell or taste. You sleep with your head on the pillow so makes sense that he also licks the pillow. You could try an experiment and wash your hair with something else and see if he still does it, maybe you can get an answer. Regardless, you probably want to discourage the behavior.
This is not to absolutely rule out any decencies but if you feed him a balanced food, then he should be sufficient unless an underlying medical issue is to blame.