Does he like sorting? What about a tray/tub of salt and colour butter beans? You can colour them with food colouring or water colour paint and when dry mix them with lots of salt. Kidney beans are good too but apparently they can be poisonous raw so you'd have to be sure he wouldnt eat them. Then you can get pots and sort all the green beans into one pot, yellow beans in another and so on.
Do you think he might like one of those excavation kits? You can even make your own
http://www.wired.com/geekdad/2007/07/make-your-own-f/Have you seen tap tap art? You nail little wooden shapes to a cork board with tacks and a wooden hammer to make pictures. You get cards with designs to copy too. My two both enjoy these.
http://www.amazon.co.uk/Tobar-Tap-Art/dp/B0012GOSK4Do you have a hole punch? I thought hole punch art looked fun and could make a nice pic for grandma and nana.
http://www.amazon.co.uk/Tobar-Tap-Art/dp/B0012GOSK4We recently went to a restaurant and both boys had fun trying to eat their dinner with chopsticks. Of course they didn't get the grip right as they had never tried before but they still had a go.
Straws are great in the bath. Mine love trying to fill pots up by trapping the water in a plastic drinking straw. Whisks also go down well, especially with bubble bath. Using squeeze bottles with those lids with a small hole in is good for strengthening. You can add a squirt of shower gel and fill them about a quarter full with water, then shake and squirt out the foam. Mine love cleaning the shower screen with it or squirting it up in the air.
If he enjoyed making the helicopter maybe he would like folding paper into paper aeroplanes. Then you could have races and make up stories to keep his interest.
If he finds threading difficult what about cutting a kitchen towel roll into 2cm thick rings and letting him thread those into something like ribbon? Might be too boring but perhaps he could write the numbers on first and then have to put them on in the right order.
Does he like musical instruments? What about button castanets?
http://tinytappingtoes.wordpress.com/2012/08/30/easy-and-funbutton-castanets/ Hardly any gluing and playing with them is good for the fingers too.
Maybe you could do your clothes peg idea with letters and have him make words with them. You could write the word and he has to peg on the correct letters over the top.
Is he interested in science experiments like dancing raisins in fizzy water? You can try with different veg and fruit and see what sinks, what floats and what dances